Fixed-income portfolio management
- 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
- Diversification Benefits, Where Art Thou?Sam Pittman, Amneet Singh and Sangeetha SrinivasanThe Journal of Wealth Management October 2019, 22 (3) 70-84; DOI: https://doi.org/10.3905/jwm.2019.1.081
- Sources of Excess Return and Implications for Active Fixed-Income Portfolio ConstructionStephen Laipply, Ananth Madhavan, Aleksander Sobczyk and Matthew TuckerThe Journal of Portfolio Management December 2019, 46 (2) 106-120; DOI: https://doi.org/10.3905/jpm.2019.1.119
- How Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for InvestorsArik Ben Dor, Jingling Guan and Xiaming ZengThe Journal of Fixed Income December 2020, 30 (3) 47-65; DOI: https://doi.org/10.3905/jfi.2020.1.101
- Conditional Fixed Income Correlations: Skews and StraddlesZava AydemirThe Journal of Fixed Income December 2020, 30 (3) 83-107; DOI: https://doi.org/10.3905/jfi.2020.30.3.083
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