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The journal of fixed income
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570
NBER working paper series
535
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470
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460
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397
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ECONIS (ZBW)
65
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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
Dynamic risk factors in carry trades
Baek, Seungho
;
Lee, Kwan Yong
;
Glambosky, Mina
- In:
The journal of fixed income
29
(
2019
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012253484
Saved in:
3
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
4
Interest rate future quality options and negative interest rates
Balbás de la Corte, Alejandro
;
Laborda, Ricardo
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 61-73
Persistent link: https://www.econbiz.de/10011905579
Saved in:
5
Global risk co-moments and carry trade strategy
Baghdadabad, Mohammadreza Tavakoli
;
Mallik, Girijasankar
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 73-99
Persistent link: https://www.econbiz.de/10011900631
Saved in:
6
The impact of market conditions on bond fund managers
Parikh, Harsh
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011803826
Saved in:
7
A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
8
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:
9
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:
10
Is contagion infecting your portfolio? : a study of the euro sovereign debt crisis
Baur, Dirk G.
;
Löffler, Gunter
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 46-57
Persistent link: https://www.econbiz.de/10011430622
Saved in:
11
Decomposing risks in bond portfolios : international evidence
Sun, David
;
Tsai, Shih-Chuan
;
Chen, Chun-Da
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011660773
Saved in:
12
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:
13
Enhancing risk-adjusted return using time series momentum in sovereign bonds
Hambusch, Gerhard
;
Hong, KiHoon Jimmy
;
Webster, Ellenora
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 96-111
Persistent link: https://www.econbiz.de/10011399838
Saved in:
14
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:
15
Leverage and closed-end bond funds
Boyle, Phelim P.
;
Szaura, Stephen
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011293460
Saved in:
16
Going for broke : restructuring distressed debt portfolios
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10011293048
Saved in:
17
Return chasing in bond funds
Fulkerson, Jon A.
;
Jordan, Bradford D.
;
Riley, Timothy B.
- In:
The journal of fixed income
22
(
2013
)
4
,
pp. 90-103
Persistent link: https://www.econbiz.de/10009745213
Saved in:
18
Capital allocation and per-unit risk in inhomogeneous and stressed credit portfolios
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 64-78
Persistent link: https://www.econbiz.de/10009711227
Saved in:
19
Momentum in government-bond markets
Van Luu, Bac
;
Yu, Peiyi
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 72-79
Persistent link: https://www.econbiz.de/10009670710
Saved in:
20
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:
21
Specification risk and calibration effects of multifactor credit portfolio model
Dorfleitner, Gregor
;
Fischer, Matthias
;
Geidosch, Marco
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10009670750
Saved in:
22
Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.
;
Xu, Yuewu
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
Saved in:
23
A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan
;
Gürtler, Marc
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 6-21
Persistent link: https://www.econbiz.de/10003970347
Saved in:
24
Gains from active bond portfolio management strategies
Boyd, Naomi E.
;
Mercer, Jeffrey M.
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 73-83
Persistent link: https://www.econbiz.de/10003970357
Saved in:
25
Empirical duration of corporate bonds and credit market segmentation
Ambastha, Madhur
;
Dor, Arik Ben
;
Dynkin, Lev
;
Hyman, Jay
; …
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10003988023
Saved in:
26
A liquidity-based explanation of convertible arbitrage alphas
Batta, George
;
Chacko, George
;
Dharan, Bala G.
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 28-43
Persistent link: https://www.econbiz.de/10003988029
Saved in:
27
Modeling bankruptcy proceedings for high-yield debt portfolios
Parnes, Dror
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 23-33
Persistent link: https://www.econbiz.de/10003893436
Saved in:
28
Sensitivity analysis of credit risk measures in the beta binomial framework
Moraux, Franck
- In:
The journal of fixed income
19
(
2009/10
)
3
,
pp. 66-76
Persistent link: https://www.econbiz.de/10003940857
Saved in:
29
Crisis-robust bond portfolios
Brière, Marie
;
Szafarz, Ariane
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 57-70
Persistent link: https://www.econbiz.de/10003777621
Saved in:
30
Returns-based style analysis of convertible bond funds
Domian, Dale L.
;
Reichenstein, William R.
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 52-64
Persistent link: https://www.econbiz.de/10003808978
Saved in:
31
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:
32
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:
33
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
34
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:
35
Optimal leveraging of fixed income portfolios with interest rate structured products
Dieudonné, Mathieu
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 16-25
Persistent link: https://www.econbiz.de/10003502373
Saved in:
36
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:
37
Less risk for strong returns in bond portfolios
Lakshmivarahan, S.
;
Stock, Duane R.
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10003628216
Saved in:
38
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:
39
Bond portfolio optimization : a risk-return approach
Korn, Olaf
;
Koziol, Christion
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 48-60
Persistent link: https://www.econbiz.de/10003339406
Saved in:
40
Non-idiosyncratic alpha : a case of the corporate bond market
Kozhemiakin, Alexander
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 30-38
Persistent link: https://www.econbiz.de/10003422022
Saved in:
41
Separability and pension optimization
Bazdarich, Michael J.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 60-67
Persistent link: https://www.econbiz.de/10003422042
Saved in:
42
An analysis of portfolios of insured debts
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
Saved in:
43
Models of conditional variance for bond prices
Pappu, Naren
;
Lakshmivarahan, S.
;
Stock, Duane R.
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 65-70
Persistent link: https://www.econbiz.de/10003376590
Saved in:
44
The efficiency gains of long-short credit strategies
Dopfel, Frederick E.
;
Ramkumar, Sunder R.
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003303929
Saved in:
45
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:
46
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:
47
Unresolved issues in modeling credit-risky assets
Turnbull, Stuart M.
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 68-87
Persistent link: https://www.econbiz.de/10003018899
Saved in:
48
Fixed-income style analysis and optimal manager structure
Dopfel, Frederick E.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 32-43
Persistent link: https://www.econbiz.de/10002421452
Saved in:
49
Benefits of international bond diversification
Hunter, Delroy M.
;
Simon, David P.
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 57-72
Persistent link: https://www.econbiz.de/10002030005
Saved in:
50
Value at risk for corporate bond portfolios
Venkatesh, P. C.
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001803142
Saved in:
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