Fixed income and structured finance
- Practical Applications of Option-Enhanced Tax-Smart Portfolio ValueAndrew KalotayPractical Applications October 2022, pa.2022.pa518; DOI: https://doi.org/10.3905/pa.2022.pa518
- Financial Globalization and Its Implications for Asset Allocation in a Dollar WorldRamu Thiagarajan, Hanbin Im, Jiho Han, Aaron Hurd and Gaurav MallikThe Journal of Investing July 2022, 31 (5) 7-27; DOI: https://doi.org/10.3905/joi.2022.1.225
- Practical Applications of A Key Rate Approach to Replicating Annuities with US Treasury FundsJoseph R. PrendergastPractical Applications July 2022, pa.2022.pa505; DOI: https://doi.org/10.3905/pa.2022.pa505
- 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
- Robust and Interpretable Liquidity Proxies for Market and Funding LiquidityRiccardo Rebonato and Hong SherwinThe Journal of Fixed Income December 2020, 30 (3) 67-82; DOI: https://doi.org/10.3905/jfi.2020.1.103
- How Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for InvestorsArik Ben Dor, Jingling Guan and Xiaming ZengThe Journal of Fixed Income December 2020, 30 (3) 47-65; DOI: https://doi.org/10.3905/jfi.2020.1.101
- Rates Factors and Global Asset AllocationJoshua Kothe, Harald Lohre and Carsten RotherThe Journal of Fixed Income December 2020, 30 (3) 6-25; DOI: https://doi.org/10.3905/jfi.2020.1.098
- Editor’s LetterStanley J. KonThe Journal of Fixed Income December 2020, 30 (3) 1; DOI: https://doi.org/10.3905/jfi.2020.30.3.001
- The Dynamics of Risk: Implications for Asset Allocation StrategiesJoanne M. HillThe Journal of Beta Investment Strategies March 2022, 13 (1) 57-68; DOI: https://doi.org/10.3905/jbis.2022.13.1.057
- SOFR Term Rates from Treasury Repo PricingWujiang LouThe Journal of Derivatives May 2022, 29 (5) 83-97; DOI: https://doi.org/10.3905/jod.2022.1.153
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