Fixed-income portfolio management
- Examining Intraday Fixed Income ETF Liquidity: Is it More Expensive Near the Open?James J. Rowley, Haifeng Wang and Eric L. WhiteThe Journal of Index Investing November 2020, 11 (3) 21-33; DOI: https://doi.org/10.3905/jii.2020.11.3.021
- Factor Timing in Fixed-Income StrategiesAndrew Chin and Wenxuan TangThe Journal of Fixed Income September 2020, 30 (2) 62-75; DOI: https://doi.org/10.3905/jfi.2020.1.092
- 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 July 2020, jfi.2020.1.101; DOI: https://doi.org/10.3905/jfi.2020.1.101
- On the Factor Implications of Sustainable Investing in Fixed-Income Active FundsAnanth Madhavan and Aleksander SobczykThe Journal of Portfolio Management January 2020, 46 (3) 141-152; DOI: https://doi.org/10.3905/jpm.2020.46.3.141
- New Time-Dependent Risk–Return Trade-offs from CBI-Certified Municipal BondsCarolin SchellhornThe Journal of Investing January 2020, 29 (2) 46-57; DOI: https://doi.org/10.3905/joi.2019.1.111
- 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
- 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
- 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
- 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
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