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subject:"Portfolio selection"
~isPartOf:"The journal of fixed income"
~subject:"Staatspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"CD-ROM, DVD"
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Portfolio selection
Staatspapier
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
Portfolio-Management
8
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
Börsenkurs
3
Capital income
3
Government securities
3
Insolvency
3
Insolvenz
3
Kapitaleinkommen
3
Share price
3
Collateral
2
Correlation
2
Credit rating
2
Estimation
2
Index-linked bond
2
Indexanleihe
2
Interest rate derivative
2
Korrelation
2
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Article
11
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Aufsatz in Zeitschrift
CD-ROM, DVD
Article in journal
11
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English
11
Author
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Martellini, Lionel
2
Bieri, David S.
1
Chen, Andrew H.
1
Chincarni, Ludwig B.
1
Dor, Arik Ben
1
Dorn, Jochen
1
Drobetz, Wolfgang
1
Dynkin, Lev
1
Elizalde, Abel
1
Füss, Roland
1
Goltz, Felix
1
Goodman, Laurie Sharon
1
Gould, Anthony
1
Guan, Jingling
1
Ho, Jeffrey
1
Kang, Joseph C.
1
Konstantinovsky, Vadim
1
Kunisch, Michael
1
Milhau, Vincent
1
Stein, Michael
1
Tarelli, Andrea
1
Uhrig-Homburg, Marliese
1
Yang, Baochen
1
Ziemann, Volker
1
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The journal of fixed income
The journal of futures markets
21
International journal of theoretical and applied finance
19
Journal of banking & finance
17
European journal of operational research : EJOR
14
Quantitative finance
10
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Journal of financial and quantitative analysis : JFQA
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
The journal of derivatives : JOD
9
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
International review of financial analysis
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
Journal of financial economics
6
Journal of mathematical finance
6
Journal of risk and financial management : JRFM
6
Review of derivatives research
6
The journal of asset management
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
The journal of computational finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of finance
4
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
4
Computational economics
4
Die Bank
4
Insurance / Mathematics & economics
4
International review of economics & finance : IREF
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Review of financial economics : RFE
4
Risk and decision analysis
4
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ECONIS (ZBW)
11
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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
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 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:
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
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
Exchange-traded fixed-income derivatives in asset management and asset-liability management
Goltz, Felix
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10003376584
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
A model for convexity-based cross-hedges with treasury futures
Chen, Andrew H.
;
Kang, Joseph C.
;
Yang, Baochen
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 68-79
Persistent link: https://www.econbiz.de/10003303950
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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