Interest-rate and currency swaps
- To Hedge or Not to Hedge: The Slings and Arrows of Currency Risk in Minimum-Volatility InvestingSanne de Boer and James NormanThe Journal of Index Investing August 2014, 5 (2) 21-33; DOI: https://doi.org/10.3905/jii.2014.5.2.021
- Invited Editorial CommentKevin Gaffney and Karthik RamanathanThe Journal of Portfolio Management April 2014, 40 (3) 1-2; DOI: https://doi.org/10.3905/jpm.2014.40.3.001
- Is Technical Analysis Profitable for
Individual Currency Traders?Boris S. Abbey and John A. DoukasThe Journal of Portfolio Management October 2012, 39 (1) 142-150; DOI: https://doi.org/10.3905/jpm.2012.39.1.142 - Can Investing in Volatility Help Meet Your Portfolio Objectives?Geoffrey J. WarrenThe Journal of Portfolio Management January 2012, 38 (2) 82-98; DOI: https://doi.org/10.3905/jpm.2012.38.2.082
- Invited Editorial CommentPeter NiculescuThe Journal of Portfolio Management April 2012, 38 (3) 4-5; DOI: https://doi.org/10.3905/jpm.2012.38.3.004
- Quantifying the Variance Risk Premium in VIX OptionsAmir Barnea and Reed HoganThe Journal of Portfolio Management April 2012, 38 (3) 143-148; DOI: https://doi.org/10.3905/jpm.2012.38.3.143
- Evidence on Dynamic Loss Aversion from Currency PortfoliosKenneth Froot, John Arabadjis, Sonya Cates and Stephen LawrenceThe Journal of Portfolio Management October 2011, 38 (1) 60-68; DOI: https://doi.org/10.3905/jpm.2011.38.1.060
- ABSTRAK and the Greeks: The Mathematics of Valuing Structured Securities in the Secondary MarketIuliia Palamar, David Abitbol, Ann Rutledge and Sylvain RaynesThe Journal of Structured Finance October 2011, 17 (3) 42-50; DOI: https://doi.org/10.3905/jsf.2011.17.3.042
- Revisiting the Comovement of Cross-Currency Basis and the Dollar: A Rolling Correlation ApproachKomla Agudze, Oyakhilome Ibhagui and Bolarinwa ThompsonThe Journal of Investing March 2020, 29 (3) 89-107; DOI: https://doi.org/10.3905/joi.2020.1.123
- Practical Applications of Commercial Real Estate Risk Management with DerivativesFrank J. Fabozzi, Silvia Stanescu, Radu Tunaru and Gauri GoyalPractical Applications October 2014, 2 (2) 1-4; DOI: https://doi.org/10.3905/pa.2014.2.2.067
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