Fixed Income and Structured Finance

How Securitization Can Benefit from Blockchain Technology
Lewis Rinaudo Cohen, Lee Samuelson and Hali Katz
The Journal of Structured Finance Summer 2017, 23 (2) 51-54; DOI: https://doi.org/10.3905/jsf.2017.23.2.051

Bond Portfolio Optimization in the Presence of Duration Constraints
Romain Deguest, Frank Fabozzi, Lionel Martellini and Vincent Milhau
The Journal of Fixed Income Summer 2018, 28 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2018.1.061

Dynamic Choice and Optimal Annuitization
David Blanchett
The Journal of Retirement Summer 2015, 3 (1) 38-49; DOI: https://doi.org/10.3905/jor.2015.3.1.038

Factor Approach to Fixed Income Allocation
Ramu Thiagarajan, Douglas J. Peebles, Sonam Leki Dorji, Jiho Han and Chris Wilson
The Journal of Investing Spring 2016, 25 (1) 74-84; DOI: https://doi.org/10.3905/joi.2016.25.1.074

ESG Ratings and Performance of Corporate Bonds
Simon Polbennikov, Albert Desclée, Lev Dynkin and Anando Maitra
The Journal of Fixed Income Summer 2016, 26 (1) 21-41; DOI: https://doi.org/10.3905/jfi.2016.26.1.021

Pricing Coupon Bond Options and Swaptions under the Two-Factor Hull-White Model
Vincenzo Russo and Frank J. Fabozzi
The Journal of Fixed Income Fall 2017, 27 (2) 30-36; DOI: https://doi.org/10.3905/jfi.2017.27.2.030

Autocallable Structured Products
Tristan Guillaume
The Journal of Derivatives Spring 2015, 22 (3) 73-94; DOI: https://doi.org/10.3905/jod.2015.22.3.073

Commercial Real Estate CLOs: Features That Make Them an Attractive Asset Class
Kimberly E. Diamond
The Journal of Structured Finance Fall 2014, 20 (3) 36-41; DOI: https://doi.org/10.3905/jsf.2014.20.3.036

Yields versus Expected Returns of Corporate Bonds: Some Unexpected Results
Natalia A. Beliaeva, Rachel (Kyungyeon) Koh and Sanjay K. Nawalkha
The Journal of Fixed Income Winter 2018, 27 (3) 37-53; DOI: https://doi.org/10.3905/jfi.2018.27.3.037

Solving the Spread Curve Puzzle
Martin Fridson, Yaxian Li and Kai Zhao
The Journal of Fixed Income Summer 2018, 28 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2018.28.1.038

A Unified Willow Tree Framework for One-Factor Short-Rate Models
Guangguang Wang and Wei Xu
The Journal of Derivatives Spring 2018, 25 (3) 33-54; DOI: https://doi.org/10.3905/jod.2018.1.064

The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine
Edward Qian and Wayne Qian
The Journal of Portfolio Management Summer 2017, 43 (4) 44-53; DOI: https://doi.org/10.3905/jpm.2017.43.4.044

Valuation of Structured Products
Geng Deng, Tim Husson and Craig McCann
The Journal of Alternative Investments Spring 2014, 16 (4) 71-87; DOI: https://doi.org/10.3905/jai.2014.16.4.071

Coupon Effects on Corporate Bonds: Pricing, Empirical Duration, and Spread Convexity
Jay Hyman, Arik Ben Dor, Lev Dynkin, David Horowitz and Zhe Xu
The Journal of Fixed Income Winter 2015, 24 (3) 52-63; DOI: https://doi.org/10.3905/jfi.2014.24.3.052

Systematic Credit Risk and Pricing for Fixed Income Instruments
Daniel Rösch and Harald Scheule
The Journal of Fixed Income Summer 2016, 26 (1) 42-60; DOI: https://doi.org/10.3905/jfi.2016.26.1.042