April 2013
Beginner to intermediate
368 pages
8h 22m
English
book
Inside the Yield Book: The Classic That Created the Science of Bond Analysis, 3rd Edition
by Martin L. Leibowitz, Anthony Bova, Stanley Kogelman, Sidney Homer
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Acknowledgments
The authors would like to first acknowledge the seminal role of our late colleague Terry Langetieg, who was the lead author of the 1990 Financial Analysts Journal paper that first raised the issue of Duration Targeting as the most common form of bond management and provided some initial insights into the very distinctive return characteristics of such funds.
We would also like to express our gratitude to the firm of Morgan Stanley for their support and encouragement of much of the research that formed the basis for this study of Duration-Targeting funds.
And we would be remiss not to acknowledge the role of Wiley’s “master editor” Bill Falloon, who played a key role in bringing our past three Wiley books to fruition and who first ...
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