Fixed income and structured finance
- Creating a Live Yield Curve in the Illiquid Muni MarketAndrew KalotayThe Journal of Fixed Income June 2017, 27 (1) 84-91; DOI: https://doi.org/10.3905/jfi.2017.27.1.084
- Bond Liquidity ScoresMohamed Ben Slimane and Marielle de JongThe Journal of Fixed Income June 2017, 27 (1) 77-82; DOI: https://doi.org/10.3905/jfi.2017.27.1.077
- A Conditional Variance Model of Corporate Bond Excess Return DistributionsKevin J. StollThe Journal of Fixed Income June 2017, 27 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2017.27.1.006
- Bond ETF Arbitrage Strategies and Daily Cash FlowJon A. Fulkerson, Susan D. Jordan and Denver H. TravisThe Journal of Fixed Income June 2017, 27 (1) 49-65; DOI: https://doi.org/10.3905/jfi.2017.27.1.049
- The Risk Parity Principle Applied to a Corporate Bond IndexLauren StagnolThe Journal of Fixed Income June 2017, 27 (1) 27-48; DOI: https://doi.org/10.3905/jfi.2017.27.1.027
- On the Dynamics of EMU Bond Portfolios: Is the Diversification of Risk Factors Driving to Convergence of Fund Exposure?Gueorgui KonstantinovThe Journal of Investing May 2017, 26 (2) 91-101; DOI: https://doi.org/10.3905/joi.2017.26.2.091
- Bond Portfolio Holding Period Return DecompositionRobert Brooks and Kate UptonThe Journal of Investing May 2017, 26 (2) 78-90; DOI: https://doi.org/10.3905/joi.2017.26.2.078
- The Life Expectancy of Fallen AngelsDror Parnes and Sagi AkronThe Journal of Investing May 2017, 26 (2) 110-123; DOI: https://doi.org/10.3905/joi.2017.26.2.110
- The Role of Long-Maturity TIPS in Retirement PortfoliosSteve Sapra and Niels PedersenThe Journal of Retirement April 2017, 4 (4) 95-106; DOI: https://doi.org/10.3905/jor.2017.4.4.095
- Climate Change Driving Financial Innovation: The Case of Green BondsAndreas Horsch and Sylvia RichterThe Journal of Structured Finance April 2017, 23 (1) 79-90; DOI: https://doi.org/10.3905/jsf.2017.23.1.079
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)