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A shortfall approach to the creditor's decision : how much leverage can a firm support?

Leibowitz, Martin L. - In: Financial analysts' journal : FAJ 46 (1990) 3, pp. 43-52

Persistent link: https://www.econbiz.de/10001089636

Duration targeting and the management of multiperiod returns

Langetieg, Terence C. - In: Financial analysts' journal : FAJ 46 (1990) 5, pp. 35-45

Persistent link: https://www.econbiz.de/10001097255

Statistical duration: a spread model of rate sensitivity across fixed-income sectors

Leibowitz, Martin L.; Kogelman, Stanley; Bader, Lawrence N. - In: The journal of fixed income 3 (1994) 4, pp. 49-60

Persistent link: https://www.econbiz.de/10001157477

Inside the P-E ratio: the franchise factor

Leibowitz, Martin L. - In: Financial analysts' journal : FAJ 46 (1990) 6, pp. 17-35

Persistent link: https://www.econbiz.de/10001104547

Forward curve shifts and return convergence

Leibowitz, Martin L.; Kogelman, Stanley; Bova, Anthony - In: The journal of portfolio management : a publication of … 40 (2014), pp. 170-182

Persistent link: https://www.econbiz.de/10011509827

Bond ladders and rolling yield convergence

Leibowitz, Martin L.; Bova, Anthony; Kogelman, Stanley - In: Financial analysts' journal : FAJ 71 (2015) 2, pp. 32-46

Persistent link: https://www.econbiz.de/10011294681

Inside the Yield Book : The Classic That Created the Science of Bond Analysis

Leibowitz, Martin L.; Bova, Anthony; Kogelman, Stanley - 2013 - 3. Aufl.

A completely updated edition of theguide to modern bond analysisFirst published in 1972, Inside the Yield Bookrevolutionized the fixed-income industry and forever altered the way investors looked at bonds. Over forty years later, it remains a standard primer and reference among market...