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subject:"Portfolio selection"
~isPartOf:"The journal of fixed income"
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Portfolio selection
Derivat
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Derivative
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Bieri, David S.
1
Chincarni, Ludwig B.
1
Dor, Arik Ben
1
Dorn, Jochen
1
Drobetz, Wolfgang
1
Dynkin, Lev
1
Elizalde, Abel
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Füss, Roland
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Stein, Michael
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The journal of fixed income
International journal of theoretical and applied finance
19
Journal of banking & finance
15
The journal of futures markets
15
SpringerLink / Bücher
14
European journal of operational research : EJOR
13
Quantitative finance
10
Advances in futures and options research : a research annual
9
Bank- und finanzwirtschaftliche Forschungen
9
Energy economics
9
Finance and stochastics
9
Journal of economic dynamics & control
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
Journal of financial and quantitative analysis : JFQA
8
Gabler Edition Wissenschaft
7
Economic modelling
6
International journal of financial engineering
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Journal of risk and financial management : JRFM
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Springer Texts in Business and Economics
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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 asset management
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The journal of finance : the journal of the American Finance Association
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Applied economics
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Applied mathematical finance
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Asia-Pacific financial markets
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Europäische Hochschulschriften / 5
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Finance research letters
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International review of financial analysis
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Journal of financial economics
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Journal of mathematical finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
5
The Frank J. Fabozzi series
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The credit derivatives handbook : global perspectives, innovations, and market drivers
5
The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Wiley finance
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ECONIS (ZBW)
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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 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:
5
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:
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
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:
8
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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