Fixed-income portfolio management
- 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
- 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
- Incorporating Linkers in a Global Government Bond
Risk ModelMarielle de JongThe Journal of Portfolio Management January 2013, 39 (2) 92-99; DOI: https://doi.org/10.3905/jpm.2013.39.2.092 - Bond Market Price Discovery: Clarity Through the Lens of an ExchangeMatthew Tucker and Stephen LaipplyThe Journal of Portfolio Management January 2013, 39 (2) 49-62; DOI: https://doi.org/10.3905/jpm.2013.39.2.049
- The Aftermath of Investment-Grade DistressAriel Edelstein and Bruce D. PhelpsThe Journal of Portfolio Management October 2012, 39 (1) 30-45; DOI: https://doi.org/10.3905/jpm.2012.39.1.030
- Rebalancing and the Value EffectDenis B. Chaves and Robert D. ArnottThe Journal of Portfolio Management July 2012, 38 (4) 59-74; DOI: https://doi.org/10.3905/jpm.2012.38.4.059
- Diversification Return and Leveraged PortfoliosEdward QianThe Journal of Portfolio Management July 2012, 38 (4) 14-25; DOI: https://doi.org/10.3905/jpm.2012.38.4.014
- Asset Owners versus Asset Managers: Agency Costs
and Asymmetries of Information in Alternative AssetsMark AnsonThe Journal of Portfolio Management April 2012, 38 (3) 89-103; DOI: https://doi.org/10.3905/jpm.2012.38.3.089 - Simple and Robust Risk Budgeting with Expected
ShortfallThomas Philips and Michael LiuThe Journal of Portfolio Management October 2011, 38 (1) 78-90; DOI: https://doi.org/10.3905/jpm.2011.38.1.078 - Tactical Allocation by Credit QualityMartin Fridson and Camille Mcleod-SalmonThe Journal of Portfolio Management October 2011, 38 (1) 69-77; DOI: https://doi.org/10.3905/jpm.2011.38.1.069
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