Fixed income and structured finance
- A Key Rate Approach to Replicating Annuities with U.S. Treasury FundsJoseph R. PrendergastThe Journal of Fixed Income May 2021, jfi.2021.1.115; DOI: https://doi.org/10.3905/jfi.2021.1.115
- An Empirical Study of Lenders’ Perception of Chinese Online Peer-to-Peer (P2P) Lending PlatformsLi Hong Shen, Habib Ullah Khan and Helmi HammamiThe Journal of Alternative Investments March 2021, 23 (4) 152-175; DOI: https://doi.org/10.3905/jai.2021.1.128
- CDS-Implied Risk of US Delinquency: Implications for the US Debt CeilingRen-Raw Chen, John D. Finnerty and Bruno G. KamdemThe Journal of Fixed Income May 2021, jfi.2021.1.114; DOI: https://doi.org/10.3905/jfi.2021.1.114
- Optimal Choice between Cat Bond and Debt to Cover the Risks of Natural DisastersAdama Sanou, Issouf Soumaré and Claude FluetThe Journal of Fixed Income May 2021, jfi.2021.1.113; DOI: https://doi.org/10.3905/jfi.2021.1.113
- Neural Networks, the Treasury Yield Curve, and Recession ForecastingMichael Puglia and Adam TuckerThe Journal of Financial Data Science April 2021, 3 (2) 149-175; DOI: https://doi.org/10.3905/jfds.2021.1.061
- Diversification Benefits from Leveraged Loans? Trends in Cross-Asset CorrelationsDirk Dreyer and Ilja SchaabThe Journal of Structured Finance April 2021, 27 (1) 68-83; DOI: https://doi.org/10.3905/jsf.2020.1.118
- Does ESG Matter for Sovereign Debt Investing?Lupin Rahman, Jeremy Rosten, Pierre Monroy and Shuo HuangThe Journal of Fixed Income May 2021, jfi.2021.1.112; DOI: https://doi.org/10.3905/jfi.2021.1.112
- What Portfolio in Europe Makes Sense?Gueorgui S. KonstantinovThe Journal of Portfolio Management April 2021, jpm.2021.1.243; DOI: https://doi.org/10.3905/jpm.2021.1.243
- Valuation of Callable/Putable Corporate Bonds in a One-Factor LogNormal Interest-Rate ModelRobert S. Goldberg, Ehud I. Ronn and Liying XuThe Journal of Fixed Income April 2021, jfi.2021.1.111; DOI: https://doi.org/10.3905/jfi.2021.1.111
- Municipal Bond Mutual Fund Performance and Active ShareJoshua A. Gurwitz, David M. Smith and Gerhard Van de VenterThe Journal of Investing April 2021, joi.2021.1.177; DOI: https://doi.org/10.3905/joi.2021.1.177
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