Skip to main content
  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars
  • Request a Demo
  • Sample our Content
  • Log in

Main menu

  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars

User menu

  • Request a Demo
  • Sample our Content
  • Log in

Search

  • Use the Advanced Search to discover more content specific to a journal, author or time frame
Home
Click to use the Advanced Search to discover more content specific to a journal, author or time frame

Junk Bonds

Hedging Systematic Risk in High Yield Portfolios with a Synthetic Overlay: A Comparative Analysis of Equity Instruments vs. Credit Default Swaps
Arik Ben Dor and Jingling Guan
The Journal of Fixed Income Spring 2017, 26 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2017.26.4.005

Modeling Bankruptcy Proceedings for High-Yield Debt Portfolios
Dror Parnes
The Journal of Fixed Income Fall 2009, 19 (2) 23-33; DOI: https://doi.org/10.3905/jfi.2009.19.2.023

Returns-Based Style Analysis of High-Yield Bonds
Dale L. Domian and William R Reichenstein
The Journal of Fixed Income Spring 2008, 17 (4) 72-87; DOI: https://doi.org/10.3905/jfi.2008.705543

Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues
Roberto Marchesini, Grady Perdue and Vicki Bryan
The Journal of Fixed Income Spring 2004, 13 (4) 50-56; DOI: https://doi.org/10.3905/jfi.2004.391027

The Pricing of High-Yield Debt IPOs
Jean Helwege and Paul Kleiman
The Journal of Fixed Income Fall 1998, 8 (2) 61-68; DOI: https://doi.org/10.3905/jfi.1998.408241

Unique Risk-Return Characteristics of High-Yield Bonds
Frank K. Reilly and David J. Wright
The Journal of Fixed Income Fall 2001, 11 (2) 65-82; DOI: https://doi.org/10.3905/jfi.2001.319298

Rating Drift in High-Yield Bonds
Edward I. Altman and Duen Li Kao
The Journal of Fixed Income Spring 1992, 1 (4) 15-20; DOI: https://doi.org/10.3905/jfi.1992.408035

Spread Versus Treasuries and the Riskiness of High-Yield Bonds
Martin S. Fridson and Jón G. Jónsson
The Journal of Fixed Income Winter 1995, 5 (3) 79-88; DOI: https://doi.org/10.3905/jfi.1995.408152

Original Issue High-Yield Bonds
Rayner Cheung, Joseph C. Bencivenga and Frank J. Fabozzi
The Journal of Fixed Income Fall 1992, 2 (2) 58-75; DOI: https://doi.org/10.3905/jfi.1992.408051

Future Economic Information Embedded in High Yield Spreads
Jack Clark Francis, Christopher Hessel and Jun Wang
The Journal of Fixed Income Fall 2016, 26 (2) 32-39; DOI: https://doi.org/10.3905/jfi.2016.26.2.032

 

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

Curated Collections

  • Seminal Articles
  • Financial Crisis
  • Behavioral Finance
  • Blockchain-Crypto Currency
  • Fintech
  • Gaussian Copula
  • ESG Investing
  • Sovereign Debt
  • Junk Bonds

Core Topics

  • Security Analysis and Valuation
  • Fixed Income and Structured Finance
  • Factors, Risk Premia
  • Portfolio Management / Multi-Asset Allocation
  • Quantitative Methods
  • Risk Management
  • Real Assets / Alternative Investments / Private Equity
  • Long-term / Retirement Investing
  • Performance Measurement
  • Legal / Regulatory / Public Policy
  • International Investing
  • Derivatives
  • Mutual Funds / Passive Investing / Indexing

Contact us for more information

Preview our content

Discover a selection of our content to see how Portfolio Management Research can directly benefit you.

Download your copy

Register for full access

Begin your subscription and access our research immediately

Subscribe now

Publish your work

Promote your research and build your reputation with Portfolio Management Research

Submit your article

Academic Access

Discover how our research can benefit your institution

Find out more

Contact Us

LONDON
One London Wall, London, EC2Y 5EA
0207 139 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
646 931 9045
pm-research@pageantmedia.com
 

More from PMR

  • Awards
  • Investment Guides
  • Videos
  • About PMR

Information for

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

Get Involved

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All material subject to strictly enforced copyright laws.

  • Site Map
  • Cookies
  • Code of Ethics
  • Terms & Conditions
  • Privacy Policy