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- Why Do Firms Hedge? An Asymmetric Information ModelDouglas T. Breeden and S. ViswanathanThe Journal of Fixed Income December 2015, 25 (3) 7-25; DOI: https://doi.org/10.3905/jfi.2016.25.3.007
- A One-Factor Shifted Squared Gaussian Term Structure Model for Interest Rate ModelingVincenzo Russo and Frank J. FabozziThe Journal of Fixed Income December 2015, 25 (3) 36-45; DOI: https://doi.org/10.3905/jfi.2016.25.3.036
- Hedging Inflation-Linked Liabilities without Inflation-Linked Instruments through Long/Short Investments in Nominal BondsLionel Martellini, Vincent Milhau and Andrea TarelliThe Journal of Fixed Income December 2014, 24 (3) 5-29; DOI: https://doi.org/10.3905/jfi.2014.24.3.005
- A Fixed-Income Market View of Mortgage REIT ValuationsLaurent GauthierThe Journal of Fixed Income March 2014, 23 (4) 6-17; DOI: https://doi.org/10.3905/jfi.2014.23.4.006
- Implied Remaining Variance in Derivative PricingPeter Carr and Jian SunThe Journal of Fixed Income March 2014, 23 (4) 19-32; DOI: https://doi.org/10.3905/jfi.2014.23.4.019
- Replicating Bond Indices with Liquid DerivativesLev Dynkin, Anthony Gould and Vadim KonstantinovskyThe Journal of Fixed Income March 2006, 15 (4) 7-19; DOI: https://doi.org/10.3905/jfi.2006.627827
- Volatility Dependent Structured ProductsArtem Dyachenko, Walter Farkas and Marc Oliver RiegerThe Journal of Investing January 2021, 30 (2) 53-60; DOI: https://doi.org/10.3905/joi.2020.1.162
- Using Dividend Discount Models to Estimate Expected ReturnsBradford CornellThe Journal of Investing February 2015, 24 (1) 48-51; DOI: https://doi.org/10.3905/joi.2015.24.1.048
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