Fixed-income portfolio management
- Valuation-Indifferent Weighting for BondsRobert D Arnott, Jason C. Hsu, Feifei Li and Shane D. ShepherdThe Journal of Portfolio Management April 2010, 36 (3) 117-130; DOI: https://doi.org/10.3905/jpm.2010.36.3.117
- Optimizing Carry Pickup in Real Money PortfoliosPavan Wadhwa and Christian O’DonnellThe Journal of Portfolio Management January 2010, 36 (2) 73-79; DOI: https://doi.org/10.3905/JPM.2010.36.2.073
- Managing Pension Liability Credit Risk: Maintaining a Total Portfolio PerspectiveAaron MederThe Journal of Portfolio Management October 2009, 36 (1) 90-99; DOI: https://doi.org/10.3905/JPM.2009.36.1.090
- Portfolio Risk Consequences of Fixed-Income ExposuresGeoff WarrenThe Journal of Portfolio Management July 2009, 35 (4) 52-59; DOI: https://doi.org/10.3905/JPM.2009.35.4.052
- Portfolio Size Effect in Retirement Accounts: What Does It Imply for Lifecycle Asset Allocation Funds?Anup K. Basu and Michael E DrewThe Journal of Portfolio Management April 2009, 35 (3) 61-72; DOI: https://doi.org/10.3905/JPM.2009.35.3.061
- Performance of Distressed BondsMartin S Fridson, kevin P. Covey and karen SterlingThe Journal of Portfolio Management April 2008, 34 (3) 56-62; DOI: https://doi.org/10.3905/jpm.2008.706243
- The Presidential TermScott B. Beyer, Gerald R. Jensen and Robert R. JohnsonThe Journal of Portfolio Management January 2008, 34 (2) 135-142; DOI: https://doi.org/10.3905/jpm.2008.701624
- Original Issue High-Yield BondsMartin S Fridson and Karen SterlingThe Journal of Portfolio Management October 2007, 34 (1) 96-101; DOI: https://doi.org/10.3905/jpm.2007.698038
- Calculating the Price of Bond ConvexityLinda Smit and Barbara SwartThe Journal of Portfolio Management January 2006, 32 (2) 99-106; DOI: https://doi.org/10.3905/jpm.2006.611809
- Practical Applications of (Il)liquidity Premium in Credit Markets: A Myth?Scott Richardson and Diogo PalharesPractical Applications January 2020, 7 (3) 1-5; DOI: https://doi.org/10.3905/pa.7.3.355
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