Fixed-income portfolio management
- Long-Term Investing and the Frequency of Investment DecisionsRonald J. M. van LoonThe Journal of Portfolio Management July 2021, 47 (8) 86-104; DOI: https://doi.org/10.3905/jpm.2021.1.262
- The Life Settlement Industry TodayBoris ZiserThe Journal of Structured Finance April 2011, 17 (1) 28-30; DOI: https://doi.org/10.3905/jsf.2011.17.1.028
- Bolstering Home Finance: Reconciling Policy Initiatives and Investor ProtectionsDiane R. Maurice, Charlie Yan, Warren Kwan and Vineet GuptaThe Journal of Structured Finance April 2010, 16 (1) 6-20; DOI: https://doi.org/10.3905/jsf.2010.2010.1.001
- Timing is Everything: Sources of Uncertainty in Non-Agency Cash Flow TimingLaurie S Goodman, Roger Ashworth, Brian Landy and Ke YinThe Journal of Structured Finance January 2010, 15 (4) 29-42; DOI: https://doi.org/10.3905/JSF.2010.15.4.029
- Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF PortfoliosAnanth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading October 2018, 13 (4) 62-70; DOI: https://doi.org/10.3905/jot.2018.13.4.062
- 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
- (Il)liquidity Premium in Credit Markets: A Myth?Scott Richardson and Diogo PalharesThe Journal of Fixed Income December 2018, 28 (3) 5-23; DOI: https://doi.org/10.3905/jfi.2018.1.065
- Extending Fama–French Factors to Corporate Bond MarketsDemir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo SpielmannThe Journal of Portfolio Management February 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
- Optimizing Alpha through Better Information WorkflowsChito JovellanosThe Journal of Investing January 2021, 30 (2) 61-77; DOI: https://doi.org/10.3905/joi.2020.1.164
- 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
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