Managing a Corporate Bond Portfolio


Corporate bond portfolio management is a complicated process of balancing risk and expected returns. Managing a Corporate bond portfolio presents the essential elements of Corporate bond portfolio management and provides you with state-of-the-art analytical tools to help enhance returns and control the risks associated with corporate bonds. Moving from introductory basics to the sophisticated analysis of returns and risk of corporate bonds, this book offers portfolio managers and investors the most professional advice, insights, strategies, and tools to maximize Corporate bond portfolio returns while minimizing risk.

Praise for Managing a Corporate Bond Portfolio

"Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in fixed income portfolio management. If you want to understand the latest thinking in corporate bonds, what drives prices and why, read this book. You will emerge with knowledge that will help you get an edge in the competitive investing arena."

— Tim OplerDirector, Financial Strategy Group, CSFB

"A practitioner's guide. A creative, comprehensive, and practical book that addresses the myriad of challenges facing managers of corporate bond portfolios. The chapter on liquidity, trading, and trading costs is a must-read."

— Mary RooneyHead of Credit Strategy, Merrill Lynch

"Lee Crabbe and Frank Fabozzi have written this book, which compiles much of their previous work on corporate bond valuation, along with new features that are a must-read, especially in light of the volatile times in the corporate bond market over the past few years. For Portfolio Managers, Analysts, traders, and even strategists, if there is one book in your bookshelf that you should have on corporate bond portfolio management, it is this one."

— William H. CunninghamManaging Director, J.P. Morgan Securities Inc.