Fixed income and structured finance
- Measuring Bond Investors’ Risk Appetite Using the Interest Rate Term StructureMichael J. HowellThe Journal of Investing September 2019, 28 (6) 115-127; DOI: https://doi.org/10.3905/joi.2019.28.6.115
- Black–Scholes and Heston Models with Stochastic Interest Rates and Term Structure of VolatilitiesAlberto Bueno-GuerreroThe Journal of Derivatives August 2019, 27 (1) 32-48; DOI: https://doi.org/10.3905/jod.2019.1.078
- Simple Correlated Binomial Portfolio Loss DistributionJoseph M. PimbleyThe Journal of Structured Finance July 2019, 25 (2) 75-86; DOI: https://doi.org/10.3905/jsf.2019.1.078
- LIBOR Replacement—The Long and Winding RoadThomas M. HughesThe Journal of Structured Finance July 2019, 25 (2) 28-34; DOI: https://doi.org/10.3905/jsf.2019.25.2.028
- Fixed Income and Passive Asset Allocation Outperformance in BrazilAlexandre Brandão Veras Daltro and Ricardo Pereira Câmara LealThe Journal of Wealth Management July 2019, 22 (2) 37-49; DOI: https://doi.org/10.3905/jwm.2019.1.071
- The Impact of Firm-Level Political Risk on Creditor ControlMaksim Isakin and Xiaoling PuThe Journal of Fixed Income June 2019, 29 (1) 44-54; DOI: https://doi.org/10.3905/jfi.2019.1.070
- Are Bond Ratings Informative? Evidence from Regulatory Regime ChangesLouis Ederington, Jeremy Goh, Yen Teik Lee and Lisa (Zongfei) YangThe Journal of Fixed Income June 2019, 29 (1) 6-19; DOI: https://doi.org/10.3905/jfi.2019.29.1.006
- Agnosticism in Pan-Asian Structured FinanceJeffrey H. ChenThe Journal of Structured Finance April 2019, 25 (1) 43-46; DOI: https://doi.org/10.3905/jsf.2019.25.1.043
- Mini-Bond-Backed Securities: A Breakthrough for Italian SMEs?Mario LupoliThe Journal of Structured Finance April 2019, 25 (1) 31-42; DOI: https://doi.org/10.3905/jsf.2019.25.1.031
- Market Prices versus Fair Value Pricing for Fixed Income: Why the Diff?Bill McCoyThe Journal of Fixed Income March 2019, 28 (4) 84-90; DOI: https://doi.org/10.3905/jfi.2019.28.4.084
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Technical analysis (11)
- Fixed income and structured finance
- Project finance (38)
- Factors, risk premia
- Factor-based models (85)
- Style investing (21)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (73)
- Portfolio construction (294)
- ESG investing (68)
- Manager selection (36)
- Other (39)
- Quantitative methods
- Statistical methods (257)
- Simulations (51)
- Quantitative methods (185)
- Risk management
- Tail risks (28)
- Risk management (151)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (60)
- Other real assets (35)
- Currency (32)
- Private equity (135)
- Long-term/retirement investing
- Wealth management (113)
- Retirement (173)
- Social security (19)
- Pension funds (27)
- Other (5)
- Performance measurement
- Performance measurement (345)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (131)
- Credit default swaps (27)
- Other (48)
- Mutual funds/passive investing/indexing
- Passive strategies (10)
- Other (97)