Credit risk management
- Extending Fama–French Factors to Corporate Bond MarketsDemir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo SpielmannThe Journal of Portfolio Management February 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
- Factor Investing in Currency Markets: Does It Make Sense?Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali XuThe Journal of Portfolio Management December 2019, 46 (2) 141-155; DOI: https://doi.org/10.3905/jpm.2019.1.116
- Portfolio Risk Mitigation without BondsMichael StamosThe Journal of Portfolio Management January 2022, jpm.2022.1.329; DOI: https://doi.org/10.3905/jpm.2022.1.329
- Investing in China’s High-Yield Debt Markets: A Proposed Credit Analysis FrameworkJie Liu and Frank J. FabozziThe Journal of Portfolio Management January 2015, 41 (5) 136-147; DOI: https://doi.org/10.3905/jpm.2015.41.5.136
- Managing Pension Liability Credit Risk: Maintaining a Total Portfolio PerspectiveAaron MederThe Journal of Portfolio Management October 2009, 36 (1) 90-99; DOI: https://doi.org/10.3905/JPM.2009.36.1.090
- Capital Markets Impact on Commercial Real Estate Cap Rates: A Practitioner’s ViewMartha S PeytonThe Journal of Portfolio Management September 2009, 35 (5) 38-49; DOI: https://doi.org/10.3905/JPM.2009.35.5.038
- Empirical Credit RiskOren Cheyette and Boris PostlerThe Journal of Portfolio Management July 2006, 32 (4) 79-92; DOI: https://doi.org/10.3905/jpm.2006.644199
- Auto ABS Loan-Level Data: Improved Risk AnalysisYini Yang, Joy Zhang and Jiawei “David” ZhangThe Journal of Structured Finance January 2022, jsf.2022.1.130; DOI: https://doi.org/10.3905/jsf.2022.1.130
- ABS East 2021 Conference NotesMark AdelsonThe Journal of Structured Finance January 2022, jsf.2022.1.129; DOI: https://doi.org/10.3905/jsf.2022.1.129
- Biases in CDS Spreads after the CDS Big BangXinjie Wang, Hongjun Yan and Zhaodong (Ken) ZhongThe Journal of Fixed Income June 2020, 30 (1) 71-80; DOI: https://doi.org/10.3905/jfi.2020.1.095
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