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~isPartOf:"The journal of fixed income"
~subject:"CAPM"
~subject:"Hedging"
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CAPM
Hedging
Anleihe
75
Bond
75
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72
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Theorie
44
Theory
44
Government securities
40
Staatspapier
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35
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Dynkin, Lev
3
Hyman, Jay
2
Baz, Jamil
1
Bhattacharya, Anand K.
1
Blake, David
1
Cantor, Richard
1
Chen, Andrew H.
1
Cole, Kevin
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Cornell, Bradford
1
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1
Dor, Arik Ben
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1
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1
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The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
41
NBER working paper series
38
NBER Working Paper
32
Journal of financial economics
24
The review of financial studies
23
Journal of banking & finance
19
The journal of finance : the journal of the American Finance Association
18
Finance research letters
17
The journal of futures markets
16
Applied economics
15
Discussion papers / CEPR
14
International review of financial analysis
13
Discussion paper / Centre for Economic Policy Research
12
International journal of theoretical and applied finance
12
Research paper series / Swiss Finance Institute
12
Journal of investment management : JOIM
11
Journal of financial and quantitative analysis : JFQA
10
Applied mathematical finance
9
Journal of international financial markets, institutions & money
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of portfolio management : a publication of Institutional Investor
9
Wiley finance series
9
Discussion paper / LSE Financial Markets Group
8
Journal of economic dynamics & control
8
The definitive guide to CDOs : market, application, valuation and hedging
8
Applied financial economics
7
Finance and economics discussion series
7
Journal of empirical finance
7
Pacific-Basin finance journal
7
Review of finance : journal of the European Finance Association
7
The journal of asset management
7
The journal of real estate finance and economics
7
Emerging markets review
6
International review of economics & finance : IREF
6
Journal of economic theory
6
Journal of multinational financial management
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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ECONIS (ZBW)
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1
Incorporating the dynamic link between mortgage and treasury markets in pricing and hedging MBS
Bhattacharya, Anand K.
;
Sekhar, Aryasomayajula
; …
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 39-45
Persistent link: https://www.econbiz.de/10003400066
Saved in:
2
Does mortgage hedging amplify movements in long-term interest rates?
Perli, Roberto
;
Sack, Brian
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 7-17
Persistent link: https://www.econbiz.de/10001968317
Saved in:
3
Crashes in bond markets and the hedging of mortgage-backed
securities
Krause, Andreas
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001968342
Saved in:
4
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:
5
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:
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
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:
8
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:
9
Valuing fixed rate mortgage loans with default and prepayment options
Dunsky, Robert M.
;
Ho, Thomas S. Y.
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
Saved in:
10
Additional analytical approximations of the term structure and distributional assumptions for jump-diffusion processes
Durham, J. Benson
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10003339418
Saved in:
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