Fixed-income portfolio management
- Fixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling ApproachMichael Stein, Roland Füss and Wolfgang DrobetzThe Journal of Fixed Income March 2009, 18 (4) 78-91; DOI: https://doi.org/10.3905/JFI.2009.18.4.078
- An Empirical Investigation of MBS Liquidity RiskJinyong KimThe Journal of Fixed Income March 2009, 18 (4) 39-46; DOI: https://doi.org/10.3905/JFI.2009.18.4.039
- Editor's LetterStanley J KonThe Journal of Fixed Income March 2009, 18 (4) 1; DOI: https://doi.org/10.3905/JFI.2009.18.4.001
- What Makes the Municipal Yield Curve Rise?Andrew J. Kalotay and Michael P. DoriganThe Journal of Fixed Income December 2008, 18 (3) 65-71; DOI: https://doi.org/10.3905/JFI.2009.18.3.065
- Returns-Based Style Analysis of Convertible Bond FundsDale L. Domian and William R ReichensteinThe Journal of Fixed Income December 2008, 18 (3) 52-64; DOI: https://doi.org/10.3905/JFI.2009.18.3.052
- The Structural Change in Mortgage–Treasury Spreads during the Credit CrunchMashayekh-Ahangarani PouyanThe Journal of Fixed Income December 2008, 18 (3) 47-51; DOI: https://doi.org/10.3905/JFI.2009.18.3.047
- Volatility Transmission Among the CDS, Equity, and Bond MarketsLei Meng, Owain ap Gwilym and José VarasThe Journal of Fixed Income December 2008, 18 (3) 33-46; DOI: https://doi.org/10.3905/JFI.2009.18.3.033
- Editor's LetterStanley J KonThe Journal of Fixed Income December 2008, 18 (3) 2; DOI: https://doi.org/10.3905/JFI.2009.18.3.002
- Crisis-Robust Bond PortfoliosMarie Brière and Ariane SzafarzThe Journal of Fixed Income September 2008, 18 (2) 57-70; DOI: https://doi.org/10.3905/jfi.2008.712350
- Editor's LetterStanley J. KonThe Journal of Fixed Income September 2008, 18 (2) 1; DOI: https://doi.org/10.3905/jfi.2008.712353
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (140)
- In Wealth Management (99)
- Derivatives
- Options (548)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (465)
- 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 (615)
- Retirement (484)
- Social security (101)
- Pension funds (176)
- Other (55)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (330)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1826)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1821)
- ESG investing (330)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1364)
- Simulations (295)
- Quantitative methods (438)
- Real assets/alternative investments/private equity
- Real estate (221)
- Commodities (195)
- Other real assets (99)
- Currency (173)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (856)
- Security analysis and valuation
- Technical analysis (113)