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ANATOMY OF BOND PORTFOLlO ANALYSlS
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achieved active management alternative Analysts Research Foundation assumed average basic basis points beginning market value Bond lndex bond market bond portfolio analysis bond valuation buy and hold cash flows changes in interest Chartered Financial Analysts Colgate Darden composite scenario constraint coupon payments coupon sector covariance example expectational inputs expected return Financial Analysts Research fixed income FORECAST YIELD Gifford Fong horizon of interest identified immunization strategies impact index funds individual securities interest rate change investment investor issuing sector matured bonds minimizing overall interest rates overall market Passive Management pessimistic portfolio characteristics portfolio duration Portfolio Management Portfolio return projection horizon proxy rate of return rebalancing reinvestment return represented return and risk return due return elements risk and return risk measure simulated sources of return specific spread relationship standard deviation stocks tion total return treasury bills treasury yield curve valuation yield curve shift yield to maturity