Fixed Income Optimization: The Next ‘Frontier’

Two use cases: benchmark tracking and cash flow allocation

Fixed income managers have made limited use of optimizers for portfolio construction often defaulting to manual processes. This webinar shows how systematic optimization works in fixed income scenarios and highlights two practical use cases: transaction cost-aware benchmark tracking and cash flow allocation.

Unlike their equity counterparts, fixed income managers have made limited use of optimizers for portfolio construction, often defaulting to manual processes. But with the right tools and research, the systematic approaches that reshaped equities can also be applied to fixed income.

In this webinar, we'll show how using the Axioma Portfolio Optimizer and Axioma Risk Models can help across two practical use cases: transaction cost-aware benchmark tracking and cash flow allocation.

What you'll discover:

• Why fixed income managers have historically been slower to embrace optimization and what has changed
• Benchmark replication in action: how to track a high yield corporate bond index while managing transaction costs and satisfying practical constraints
• Cash flow deployment: how to use an efficient frontier to analyze trade-offs in allocating cash to corporate bonds
• Why the fixed income space is now ready to adopt quant methods

Who should attend: Active and passive portfolio managers, risk analysts, quant researchers working in or moving toward systematic fixed income.