Fixed income and structured finance
- Aircraft Pre-Delivery Payment Financing Transactions—Updated for 2018Cameron A. GeeThe Journal of Structured Finance April 2018, 24 (1) 61-71; DOI: https://doi.org/10.3905/jsf.2018.1.064
- Determinants of Yields in Private Colleges’ Revenue BondsMark A. Johnson and Yoon S. ShinThe Journal of Wealth Management April 2018, 21 (1) 88-109; DOI: https://doi.org/10.3905/jwm.2018.21.1.088
- Ripple Effects, the Long-Run Relationship, and Dynamic Corrections among Interest Rate Swap SpreadsKenneth A. Tah and Geoffrey NgeneThe Journal of Fixed Income March 2018, 27 (4) 40-52; DOI: https://doi.org/10.3905/jfi.2018.1.060
- What Does the Yield-Curve Slope Really Tell Us?Michael J. HowellThe Journal of Fixed Income March 2018, 27 (4) 22-33; DOI: https://doi.org/10.3905/jfi.2018.1.059
- Global Risk Co-Moments and Carry Trade StrategyMohammadreza Tavakoli Baghdadabad and Girijasankar MallikThe Journal of Fixed Income March 2018, 27 (4) 73-99; DOI: https://doi.org/10.3905/jfi.2018.27.4.073
- Reach for SafetyJohnny Kang, Tom Parker, Scott Radell and Ralph SmithThe Journal of Fixed Income March 2018, 27 (4) 6-21; DOI: https://doi.org/10.3905/jfi.2018.27.4.006
- The Bond Coupon’s Impact on LiquidityStephen RushThe Journal of Fixed Income March 2018, 27 (4) 34-39; DOI: https://doi.org/10.3905/jfi.2018.27.4.034
- A Unified Willow Tree Framework for One-Factor Short-Rate ModelsGuangguang Wang and Wei XuThe Journal of Derivatives February 2018, 25 (3) 33-54; DOI: https://doi.org/10.3905/jod.2018.1.064
- It Is Time to Shift Log-NormalRen-Raw Chen, Pei-Lin Hsieh and Jeffrey HuangThe Journal of Derivatives February 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089
- The Periodic Treasury Exchange: A Proposal to Increase the Depth and Liquidity of the U.S. Treasury MarketThomas K. Philips and Steven FriedmanThe Journal of Portfolio Management January 2018, 44 (3) 126-131; DOI: https://doi.org/10.3905/jpm.2018.44.3.126
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Fixed income and structured finance
- Project finance (29)
- Factors, risk premia
- Factor-based models (58)
- Style investing (10)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (60)
- Portfolio construction (261)
- ESG investing (58)
- Manager selection (31)
- Other (30)
- Quantitative methods
- Statistical methods (201)
- Simulations (39)
- Quantitative methods (185)
- Risk management
- Tail risks (24)
- Risk management (126)
- Real assets/alternative investments/private equity
- Real estate (32)
- Commodities (56)
- Other real assets (30)
- Currency (27)
- Private equity (119)
- Long-term/retirement investing
- Wealth management (102)
- Retirement (165)
- Social security (17)
- Pension funds (25)
- Other (5)
- Performance measurement
- Performance measurement (317)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (123)
- Credit default swaps (27)
- Other (45)
- Mutual funds/passive investing/indexing
- Other (91)