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subject:"Portfolio selection"
~isPartOf:"The journal of fixed income"
~subject:"Börsenkurs"
~subject:"Portfolio-Management"
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Portfolio selection
Börsenkurs
Portfolio-Management
Derivat
45
Derivative
45
Theorie
19
Theory
19
USA
18
United States
18
Credit risk
17
Kreditrisiko
17
Hedging
9
Yield curve
9
Zinsstruktur
9
Swap
6
Anleihe
5
Asset-Backed Securities
5
Asset-backed securities
5
Bond
5
Credit derivative
5
Hypothek
5
Kreditderivat
5
Mortgage
5
Option pricing theory
4
Optionspreistheorie
4
Capital income
3
Government securities
3
Insolvency
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Insolvenz
3
Kapitaleinkommen
3
Share price
3
Staatspapier
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Collateral
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Correlation
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Credit rating
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Estimation
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Index-linked bond
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Interest rate derivative
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11
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11
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11
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English
11
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Bieri, David S.
1
Chang, Hubert
1
Chincarni, Ludwig B.
1
Dor, Arik Ben
1
Dorn, Jochen
1
Drobetz, Wolfgang
1
Dynkin, Lev
1
Elizalde, Abel
1
Füss, Roland
1
Gould, Anthony
1
Guan, Jingling
1
Hayre, Lakhbir
1
Helwege, Jean
1
Konstantinovsky, Vadim
1
Kunisch, Michael
1
Martellini, Lionel
1
Maurer, Samuel
1
Milhau, Vincent
1
Sarkar, Asani
1
Stein, Michael
1
Tarelli, Andrea
1
Uhrig-Homburg, Marliese
1
Wang, Yuan
1
Zhang, Frank Xiaoling
1
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The journal of fixed income
The journal of futures markets
48
Journal of banking & finance
30
International journal of theoretical and applied finance
21
The journal of finance : the journal of the American Finance Association
19
Advances in futures and options research : a research annual
17
SpringerLink / Bücher
15
European journal of operational research : EJOR
14
The European journal of finance
14
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial and quantitative analysis : JFQA
12
Energy economics
11
International review of financial analysis
11
Quantitative finance
11
The review of financial studies
11
Applied economics
10
Economic modelling
10
Finance and stochastics
10
Finance research letters
10
Journal of economic dynamics & control
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Bank- und finanzwirtschaftliche Forschungen
9
Gabler Edition Wissenschaft
9
International review of economics & finance : IREF
9
Journal of financial economics
9
The journal of derivatives : JOD
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global finance journal
8
International journal of financial engineering
8
NBER working paper series
8
Research in international business and finance
8
Review of quantitative finance and accounting
8
Applied economics letters
7
Applied mathematical finance
7
Journal of empirical finance
7
Journal of mathematical finance
7
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
Review of derivatives research
7
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ECONIS (ZBW)
11
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1
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
2
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
3
Credit default swap auctions and price discovery
Helwege, Jean
;
Maurer, Samuel
;
Sarkar, Asani
;
Wang, Yuan
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
Saved in:
4
Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Stein, Michael
;
Füss, Roland
;
Drobetz, Wolfgang
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 78-91
Persistent link: https://www.econbiz.de/10003848046
Saved in:
5
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
6
Modeling simultaneous defaults : a top-down approach
Kunisch, Michael
;
Uhrig-Homburg, Marliese
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
Saved in:
7
Market expectations and default risk premium in credit default swap prices : a study of Argentine default
Zhang, Frank Xiaoling
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10003757570
Saved in:
8
Replicating bond indices with liquid derivatives
Dynkin, Lev
;
Gould, Anthony
;
Konstantinovsky, Vadim
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10003339347
Saved in:
9
Do we need to worry about credit risk correlation?
Elizalde, Abel
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10003303937
Saved in:
10
Riding the yield curve : a variety of strategies
Bieri, David S.
;
Chincarni, Ludwig B.
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 6-35
Persistent link: https://www.econbiz.de/10003229842
Saved in:
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