Das, Rituparna (2009): Fixed Income Portfolio Management in Indian Banks. Published in: Published as Chapter in "Handbook of Fixed Income Securities Volume II: Monographs on Term Structure", ISBN-13: 978-3639352634 , Vol. 2011, (22 April 2011): pp. 5-21.
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Abstract
This article is a lucid but critical description of of operating government security portfolio in line with the guidelines of Reserve Bank of India at bank level.
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | Fixed Income Portfolio Management in Indian Banks |
| Language: | English |
| Keywords: | Duration, Value at Risk, Nelson Siegel, Yield Curve, |
| Subjects: | G - Financial Economics > G1 - General Financial Markets > G11 - Portfolio Choice ; Investment Decisions |
| Item ID: | 13126 |
| Depositing User: | Dr. Rituparna Das |
| Date Deposited: | 03 Jul 2015 13:09 |
| Last Modified: | 30 Sep 2019 18:22 |
| References: | Bodie Z, A Kane and A. J. Macus (2005): Investments, Tata McGraw-Hill, New Delhi, 6th edition Das, R. (2010): Handbook of Fixed Income Securities: Indian Banking Perspective, Saarbrücken: Verlag Dr. Müller Philippe Zorion (1997): Value at Risk, Mc-Graw Hill, NY, 1st Edition Saunders A and M Cornett (2003): Financial Institutions Management, McGraw-Hill, Boston, 4th edition Sundaresan Suresh (2001): Fixed Income Markets, Thomson South-Western, New Delhi, 2nd Edition Website: www.rbi.org.in |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/13126 |
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