//--> //--> //-->
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:"Koutmos, Gregory"
~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
4
Asset-Backed Securities
4
Asset-backed securities
4
Bond
4
USA
4
United States
4
Derivat
3
Derivative
3
Theorie
3
Theory
3
Credit rating
2
Hedging
2
Hypothek
2
Kreditwürdigkeit
2
Mortgage
2
Portfolio selection
2
Portfolio-Management
2
1970-1990
1
1971-2002
1
1992-1995
1
Asset management
1
Asset-liability management
1
Bilanzstrukturmanagement
1
Cash Flow
1
Cash flow
1
Collateral
1
Government securities
1
Index-linked bond
1
Indexanleihe
1
Inflation
1
Insolvency
1
Insolvenz
1
Interest rate risk
1
Kreditsicherung
1
Multivariate Verteilung
1
Multivariate distribution
1
Risikomaß
1
Risk measure
1
Staatspapier
1
Vermögensverwaltung
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Koutmos, Gregory
Lucas, Douglas J.
Martellini, Lionel
Fabozzi, Frank J.
8
Cantor, Richard
4
Dynkin, Lev
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
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
Financial markets and instruments
2
Wiley finance series
2
Advanced bond portfolio management : best practices in modeling and strategies
1
An Elgar reference collection
1
Financial analysts journal : FAJ
1
Journal of banking and finance
1
Journal of investment management : JOIM
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The handbook of fixed income securities
1
The handbook of municipal bonds
1
The international library of critical writings in financial economics
1
The journal of alternative investments
1
The journal of futures markets
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)
8
Showing
1
-
8
of
8
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
Modeling the dynamics of MBS spreads
Koutmos, Gregory
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
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
Dynamic cross hedging with mortgage-backed
securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
6
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:
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
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...
//-->