Fixed-income portfolio management
- Editor's LetterStanley J. KonThe Journal of Fixed Income December 2006, 16 (3) 1; DOI: https://doi.org/10.3905/jfi.2006.670096
- Editor's LetterStanley j. KonThe Journal of Fixed Income June 2006, 16 (1) 1; DOI: https://doi.org/10.3905/jfi.2006.640280
- Editor's LetterStanley J. KonThe Journal of Fixed Income March 2006, 15 (4) 6; DOI: https://doi.org/10.3905/jfi.2006.627843
- Bond Portfolio OptimizationOlaf Korn and Christian KoziolThe Journal of Fixed Income March 2006, 15 (4) 48-60; DOI: https://doi.org/10.3905/jfi.2006.627839
- Higher-Order Durations with Respect to Inflation and Real Rates and Their Portfolio Management ApplicationsFrank J. Fabozzi and Yuewu XuThe Journal of Fixed Income March 2012, 21 (4) 69-79; DOI: https://doi.org/10.3905/jfi.2012.21.4.069
- Editor’s LetterStanley J. KonThe Journal of Fixed Income March 2012, 21 (4) 1; DOI: https://doi.org/10.3905/jfi.2012.21.4.001
- Fallen Angels and Price PressureBrent W. Ambrose, Kelly N. Cai and Jean HelwegeThe Journal of Fixed Income December 2011, 21 (3) 74-86; DOI: https://doi.org/10.3905/jfi.2012.21.3.074
- Estimating the Joint Probability of Default Using Credit
Default Swap and Bond DataRiccardo Pianeti, Rosella Giacometti and Valentina AcerbisThe Journal of Fixed Income December 2011, 21 (3) 44-58; DOI: https://doi.org/10.3905/jfi.2012.21.3.044 - Editor’s LetterStanley J. KonThe Journal of Fixed Income December 2011, 21 (3) 1; DOI: https://doi.org/10.3905/jfi.2012.21.3.001
- Explaining Yield Curve DynamicsRoland Füss and Olena NikitinaThe Journal of Fixed Income September 2011, 21 (2) 68-87; DOI: https://doi.org/10.3905/jfi.2011.21.2.068
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