Fixed-income portfolio management
- Build America BondsAndrew Ang, Vineer Bhansali and Yuhang XingThe Journal of Fixed Income June 2010, 20 (1) 67-73; DOI: https://doi.org/10.3905/jfi.2010.20.1.067
- Empirical Duration of Corporate Bonds and Credit Market SegmentationMadhur Ambastha, Arik Ben Dor, Lev Dynkin, Jay Hyman and Vadim KonstantinovskyThe Journal of Fixed Income June 2010, 20 (1) 5-27; DOI: https://doi.org/10.3905/jfi.2010.20.1.005
- A Liquidity-Based Explanation of Convertible Arbitrage AlphasGeorge Batta, George Chacko and Bala G. DharanThe Journal of Fixed Income June 2010, 20 (1) 28-43; DOI: https://doi.org/10.3905/jfi.2010.20.1.028
- Editor’s LetterStanley J. KonThe Journal of Fixed Income June 2010, 20 (1) 1; DOI: https://doi.org/10.3905/jfi.2010.20.1.001
- Gains from Active Bond Portfolio Management StrategiesNaomi E Boyd and Jeffrey M MercerThe Journal of Fixed Income March 2010, 19 (4) 73-83; DOI: https://doi.org/10.3905/JFI.2010.19.4.073
- Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants: Evidence from the Credit Default Swap MarketUgur N KüçükThe Journal of Fixed Income March 2010, 19 (4) 44-66; DOI: https://doi.org/10.3905/JFI.2010.19.4.044
- Editor's LetterStanley J KonThe Journal of Fixed Income March 2010, 19 (4) 1; DOI: https://doi.org/10.3905/JFI.2010.19.4.001
- A Structural Model of Default RiskJason C Hsu, Jesús Saá-Requejo and Pedro Santa-ClaraThe Journal of Fixed Income December 2009, 19 (3) 77-94; DOI: https://doi.org/10.3905/JFI.2010.19.3.077
- Economic Capital for Bond InsurersLuc Grégoire, Van Son Lai and Issouf SoumaréThe Journal of Fixed Income December 2009, 19 (3) 47-65; DOI: https://doi.org/10.3905/JFI.2010.19.3.047
- Editor’s LetterStanley J KonThe Journal of Fixed Income December 2009, 19 (3) 1; DOI: https://doi.org/10.3905/JFI.2010.19.3.001
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