Fixed income and structured finance
- Numerical Comparison of Risk Distribution in Conventional and Islamic Instruments in Project FinanceAndrea MordiniThe Journal of Structured Finance July 2018, 24 (2) 64-87; DOI: https://doi.org/10.3905/jsf.2018.1.067
- Municipal Bond Trading, Information Relatedness, and Natural DisastersBrittany Cole, Bonnie Van Ness and Robert Van NessThe Journal of Trading July 2018, 13 (3) 24-43; DOI: https://doi.org/10.3905/jot.2018.1.063
- Bond Tents: Reshaping the Equity Glide Slope at the End of Wealth AccumulationSteve P. Fraser and Brian C. PayneThe Journal of Wealth Management July 2018, 21 (2) 27-38; DOI: https://doi.org/10.3905/jwm.2018.21.2.027
- CAT Bond Spreads via HARA Utility and Nonparametric TestsDenis-Alexandre Trottier, Van Son Lai and Anne-Sophie CharestThe Journal of Fixed Income June 2018, 28 (1) 75-99; DOI: https://doi.org/10.3905/jfi.2018.1.062
- Bond Portfolio Optimization in the Presence of Duration ConstraintsRomain Deguest, Frank Fabozzi, Lionel Martellini and Vincent MilhauThe Journal of Fixed Income June 2018, 28 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2018.1.061
- Solving the Spread Curve PuzzleMartin Fridson, Yaxian Li and Kai ZhaoThe Journal of Fixed Income June 2018, 28 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2018.28.1.038
- Another Look at the Ho–Lee Bond Option Pricing ModelYoung Shin Kim, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. FabozziThe Journal of Derivatives May 2018, 25 (4) 48-53; DOI: https://doi.org/10.3905/jod.2018.25.4.048
- Fixed Income Index Fund Cash Flows, Yields, and Returns in Dynamic Yield EnvironmentsStephen A. Laipply and Matthew TuckerThe Journal of Index Investing May 2018, 9 (1) 67-83; DOI: https://doi.org/10.3905/jii.2018.1.059
- Is the Islamic Unit Trust Market Efficient? Empirical Evidence from MalaysiaAnwar Hasan Abdullah Othman, Hasanuddeen Abdul Aziz and Salina Hj KassimThe Journal of Private Equity May 2018, 21 (3) 53-68; DOI: https://doi.org/10.3905/jpe.2018.1.068
- Sovereign Wealth Funds’ Investments and Corporate BondholdersGiorgia Bulgarelli and Gianfranco GianfrateThe Journal of Private Equity May 2018, 21 (3) 14-22; DOI: https://doi.org/10.3905/jpe.2018.21.3.014
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