//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of fixed income"
~person:"Dynkin, Lev"
~person:"Lucas, Douglas J."
~person:"Martellini, Lionel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Securities"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
6
Bond
6
USA
5
United States
5
Asset-Backed Securities
4
Asset-backed securities
4
Theorie
4
Theory
4
Derivat
3
Derivative
3
Hedging
3
Credit rating
2
Hypothek
2
Kreditwürdigkeit
2
Mortgage
2
Portfolio selection
2
Portfolio-Management
2
1970-1990
1
1993-1998
1
Asset management
1
Asset-liability management
1
Bilanzstrukturmanagement
1
Börsenkurs
1
CAPM
1
Capital income
1
Cash Flow
1
Cash flow
1
Collateral
1
Corporate bond
1
Estimation
1
Government securities
1
Index
1
Index number
1
Index-linked bond
1
Indexanleihe
1
Inflation
1
Insolvency
1
Insolvenz
1
Kapitaleinkommen
1
Kreditsicherung
1
more ...
less ...
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Dynkin, Lev
Lucas, Douglas J.
Martellini, Lionel
Fabozzi, Frank J.
8
Cantor, Richard
4
Fridson, Martin S.
4
Fulkerson, Jon A.
4
Ilmanen, Antti
4
Durham, J. Benson
3
Goodman, Laurie Sharon
3
Hu, Jian
3
Jordan, Susan D.
3
Cathcart, Lara
2
Chen, Andrew H.
2
Corcoran, Patrick J.
2
Davies, Andrew
2
Garman, M. Christopher
2
Helwege, Jean
2
Ho, Jeffrey
2
Hyman, Jay
2
Jahel, Lina el
2
Kang, Joseph C.
2
Koutmos, Gregory
2
Lai, Van Son
2
Lakshmivarahan, S.
2
Liu, Sheen
2
Nippani, Srinivas
2
Prendergast, Joseph R.
2
Reisman, Haim
2
Rendleman, Richard J.
2
Riley, Timothy B.
2
Russo, Vincenzo
2
Smith, Stanley D.
2
Stock, Duane R.
2
Travis, Denver H.
2
Trottier, Denis-Alexandre
2
Wu, Chunchi
2
Zohar, Gady
2
Abramov, Andrei
1
Adelson, Mark H.
1
more ...
less ...
Published in...
All
The journal of fixed income
The Frank J. Fabozzi series
3
Advanced bond portfolio management : best practices in modeling and strategies
2
Financial markets and instruments
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
The theory and practice of investment management
2
Wiley finance series
2
Advances in Financial Engineering
1
Advances in financial engineering
1
Financial analysts journal : FAJ
1
Journal of banking and finance
1
Journal of investment management : JOIM
1
The handbook of fixed income securities
1
The handbook of municipal bonds
1
The journal of alternative investments
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of structured finance
1
The professional risk managers' guide to financial instruments
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon
;
Newman, Daniel
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
Saved in:
2
Default rates on structured finance
securities
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 44-53
Persistent link: https://www.econbiz.de/10002421458
Saved in:
3
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:
4
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:
5
Tradable proxy portfolios for an MBS index
Dynkin, Lev
;
Konstantinovsky, Vadim
;
Phelps, Bruce
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 70-87
Persistent link: https://www.econbiz.de/10001706068
Saved in:
6
Constant-duration mortgage index
Dynkin, Lev
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001493840
Saved in:
7
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
8
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:
9
Hedging and replication of fixed-income portfolios
Dynkin, Lev
;
Hyman, Jay
;
Lindner, Peter
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 43-63
Persistent link: https://www.econbiz.de/10001701721
Saved in:
10
Changes in corporate credit quality : 1970 - 1990
Lucas, Douglas J.
- In:
The journal of fixed income
1
(
1992
)
4
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001121628
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->