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subject:"Portfolio selection"
~isPartOf:"The journal of fixed income"
~subject:"Germany"
~subject:"Risk"
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Portfolio selection
Germany
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Derivat
45
Derivative
45
Theorie
19
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19
USA
18
United States
18
Credit risk
17
Kreditrisiko
17
Hedging
9
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Swap
6
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Asset-Backed Securities
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Bond
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Credit derivative
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9
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Bieri, David S.
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
Henrard, Marc
1
Konstantinovsky, Vadim
1
Kunisch, Michael
1
Martellini, Lionel
1
Milhau, Vincent
1
Stein, Michael
1
Tarelli, Andrea
1
Uhrig-Homburg, Marliese
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The journal of fixed income
The journal of futures markets
29
Energy economics
28
SpringerLink / Bücher
27
Die Bank
25
International journal of theoretical and applied finance
23
Journal of banking & finance
20
Gabler Edition Wissenschaft
18
European journal of operational research : EJOR
14
Europäische Hochschulschriften / 5
14
Quantitative finance
14
Review of derivatives research
12
Finance and stochastics
11
Journal of financial and quantitative analysis : JFQA
11
NBER working paper series
11
WPg : Kompetenz schafft Vertrauen
11
Advances in futures and options research : a research annual
10
Applied mathematical finance
10
Bank- und finanzwirtschaftliche Forschungen
10
Betriebs-Berater : BB
10
Finance research letters
10
International review of economics & finance : IREF
10
Journal of economic dynamics & control
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER Working Paper
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Working paper / National Bureau of Economic Research, Inc.
10
Kredit und Kapital
9
The journal of derivatives : JOD
9
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
9
Der Betrieb
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
International journal of financial engineering
8
Risks : open access journal
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SFB 649 discussion paper
8
The journal of asset management
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ECONIS (ZBW)
9
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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
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:
4
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:
5
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:
6
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:
7
Bond futures and their options : more than the cheapest-to-deliver, quality options and margining
Henrard, Marc
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 62-75
Persistent link: https://www.econbiz.de/10003400089
Saved in:
8
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:
9
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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