What We Are Reading Today: Physiological Ecology

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Updated 15 May 2020

What We Are Reading Today: Physiological Ecology

Authors: William H. Karasov and Carlos Martinez Del Rio

Unlocking the puzzle of how animals behave and how they interact with their environments is impossible without understanding the physiological processes that determine their use of food resources. but long overdue is a user-friendly introduction to the subject that systematically bridges the gap between physiology and ecology.

Ecologists—for whom such knowledge can help clarify the consequences of global climate change, the biodiversity crisis, and pollution—often find themselves wading through an unwieldy, technically top- heavy literature.

Here, William Karasov and Carlos martínez del rio present the first accessible and authoritative one-volume overview of the physiological and biochemical principles that shape how animals procure energy and nutrients and free themselves of toxins—and how this relates to broader ecological phenomena.

After introducing primary concepts, the authors review the chemical ecology of food, and then discuss how animals digest and process food. their broad view includes symbioses and extends even to ecosystem phenomena such as ecological stochiometry and toxicant biomagnification.

What We Are Reading Today: Quantitative Management of Bond Portfolios

Updated 29 May 2020

What We Are Reading Today: Quantitative Management of Bond Portfolios

Authors: Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky and Bruce Phelps

The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, 5 top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. 

While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management.

The book covers a range of subjects of concern to fixed-income portfolio managers — investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, and risk optimization.