Fixed income and structured finance
- The Risk of PremiumsJuan Ignacio GaratThe Journal of Portfolio Management May 2016, 42 (4) 108-115; DOI: https://doi.org/10.3905/jpm.2016.42.4.108
- Dual-Horizon Strategic Asset AllocationAlexander Rudin and Daniel FarleyThe Journal of Portfolio Management January 2022, jpm.2022.1.331; DOI: https://doi.org/10.3905/jpm.2022.1.331
- 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
- When to Diversify DifferentlyBrian Jacobsen and Matthias ScheiberThe Journal of Portfolio Management January 2022, jpm.2022.1.328; DOI: https://doi.org/10.3905/jpm.2022.1.328
- Valuation-Indifferent Weighting for BondsRobert D Arnott, Jason C. Hsu, Feifei Li and Shane D. ShepherdThe Journal of Portfolio Management April 2010, 36 (3) 117-130; DOI: https://doi.org/10.3905/jpm.2010.36.3.117
- An Empirical Analysis of the Benefits of Corporate Bond Portfolio Optimization in the Presence of Duration ConstraintsRomain Deguest, Lionel Martellini and Vincent MilhauThe Journal of Fixed Income January 2022, jfi.2022.1.128; DOI: https://doi.org/10.3905/jfi.2022.1.128
- Term Risk Free Rates: Methodologies, Challenges, and FutureXi (Figo) Liu and Yudi BaiThe Journal of Derivatives January 2022, jod.2022.1.144; DOI: https://doi.org/10.3905/jod.2022.1.144
- Protecting Portfolios Against InflationEugene Podkaminer, Wylie Tollette and Laurence SiegelThe Journal of Investing January 2022, joi.2021.1.207; DOI: https://doi.org/10.3905/joi.2021.1.207
- Factor Investing in Sovereign Bond Markets: Deep Sample EvidenceGuido Baltussen, Martin Martens and Olaf PenningaThe Journal of Portfolio Management December 2021, 48 (2) 209-225; DOI: https://doi.org/10.3905/jpm.2021.1.311
- Investing in US Core Fixed Income with Macro and Style FactorsEugene Pauksta, Karishma Kaul, Tom Parker, Scott Radell and Andrew AngThe Journal of Portfolio Management December 2021, 48 (2) 45-65; DOI: https://doi.org/10.3905/jpm.2021.1.309
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