Fixed-income portfolio management
- 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
- Diversification Benefits, Where Art Thou?Sam Pittman, Amneet Singh and Sangeetha SrinivasanThe Journal of Wealth Management September 2019, jwm.2019.1.081; DOI: https://doi.org/10.3905/jwm.2019.1.081
- 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
- 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
- (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
- 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
- Is It Time to Switch from Bond Funds to Individual Bond Buying?Robert DubilThe Journal of Wealth Management October 2017, 20 (3) 45-51; DOI: https://doi.org/10.3905/jwm.2017.20.3.045
- 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
- Commercial Mortgages: An Alternative to Long Corporate Bonds for Pension Plan De-RiskingXisuo Louis LiuThe Journal of Investing November 2016, 25 (4) 134-141; DOI: https://doi.org/10.3905/joi.2016.25.4.134
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