Fixed-income portfolio management
- Editor’s LetterStanley J. KonThe Journal of Fixed Income June 2013, 23 (1) 1; DOI: https://doi.org/10.3905/jfi.2013.23.1.001
- 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
- Editor’s LetterStanley J. KonThe Journal of Fixed Income June 2018, 28 (1) 1; DOI: https://doi.org/10.3905/jfi.2018.28.1.001
- Editor’s LetterStanley J. KonThe Journal of Fixed Income March 2018, 27 (4) 1; DOI: https://doi.org/10.3905/jfi.2018.27.4.001
- Editor’s LetterStanley J. KonThe Journal of Fixed Income December 2017, 27 (3) 1; DOI: https://doi.org/10.3905/jfi.2018.27.3.001
- It Is Time to Shift Log-NormalRen-Raw Chen, Pei-Lin Hsieh and Jeffrey HuangThe Journal of Fixed Income September 2017, 27 (2) 37-51; DOI: https://doi.org/10.3905/jfi.2017.27.2.037
- Editor’s LetterStanley J. KonThe Journal of Fixed Income September 2017, 27 (2) 1; DOI: https://doi.org/10.3905/jfi.2017.27.2.001
- Editor’s LetterStanley J. KonThe Journal of Fixed Income June 2017, 27 (1) 1; DOI: https://doi.org/10.3905/jfi.2017.27.1.001
- Editor’s LetterStanley J. KonThe Journal of Fixed Income March 2017, 26 (4) 1; DOI: https://doi.org/10.3905/jfi.2017.26.4.001
- Editor’s LetterStanley J. KonThe Journal of Fixed Income December 2016, 26 (3) 1; DOI: https://doi.org/10.3905/jfi.2017.26.3.001
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (99)
- Derivatives
- Options (548)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (464)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (614)
- Retirement (481)
- Social security (98)
- Pension funds (175)
- Other (55)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (330)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1818)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1818)
- ESG investing (330)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1361)
- Simulations (295)
- Quantitative methods (437)
- Real assets/alternative investments/private equity
- Real estate (219)
- Commodities (194)
- Other real assets (99)
- Currency (172)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (855)
- Security analysis and valuation
- Technical analysis (113)