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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The journal of fixed income"
~subject:"Portfolio-Management"
~subject:"Theory"
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Portfolio-Management
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Corporate bond
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Bhanot, Karan
2
Dor, Arik Ben
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Amghar, Zine
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Asia-Pacific financial markets
The journal of fixed income
Journal of banking & finance
29
The review of financial studies
16
Journal of financial economics
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Finance research letters
12
NBER working paper series
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The journal of corporate finance : contracting, governance and organization
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of credit risk : published quarterly by Incisive Media
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The journal of finance : the journal of the American Finance Association
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Fisher College of Business working paper series
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Journal of macroeconomics
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SpringerLink / Bücher
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Factor investing in corporate bond markets : enhancing efficacy through diversification and purification!
Heckel, Thomas
;
Amghar, Zine
;
Haik, Isaac
;
Laplénie, …
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 6-21
Persistent link: https://www.econbiz.de/10012253506
Saved in:
2
Assessment of credit risk models on Rule 144A corporate bonds
Johnson, Mark A.
;
Leggio, Karyl
;
Shin, Yoon S.
- In:
The journal of fixed income
28
(
2018
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10011963877
Saved in:
3
A structural model for optimal selection of maturity and timing of callable bond issuance
Qian, Shengguang
;
Lakshmivarahan, S.
;
Stock, Duane R.
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10011684730
Saved in:
4
A conditional variance model of corporate bond excess return distributions
Stoll, Kevin J.
- In:
The journal of fixed income
27
(
2017
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011697727
Saved in:
5
The risk parity principle applied to a corporate bond index
Stagnol, Lauren
- In:
The journal of fixed income
27
(
2017
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10011697747
Saved in:
6
Bond liquidity scores
Slimane, Mohamed Ben
;
Jong, Marielle de
- In:
The journal of fixed income
27
(
2017
)
1
,
pp. 77-82
Persistent link: https://www.econbiz.de/10011697808
Saved in:
7
Systematic credit risk and pricing for fixed income instruments
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 42-60
Persistent link: https://www.econbiz.de/10011660753
Saved in:
8
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
9
Sentiment and corporate bond valuations before and after the onset of the credit crisis
Huang, Jing-Zhi
;
Rossi, Marco
;
Wang, Yuan
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 34-57
Persistent link: https://www.econbiz.de/10011399822
Saved in:
10
A model-based approach to constructing corporate bond portfolios
Li, Zan
;
Zhang, Jing
;
Crossen, Christopher
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 57-71
Persistent link: https://www.econbiz.de/10009670711
Saved in:
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