Empirical duration of corporate bonds and credit market segmentation
Year of publication: |
2010
|
---|---|
Authors: | Ambastha, Madhur ; Dor, Arik Ben ; Dynkin, Lev ; Hyman, Jay ; Konstantinovsky, Vadim |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 20.2010/11, 1, p. 5-27
|
Subject: | Portfolio-Management | Portfolio selection | Unternehmensanleihe | Corporate bond | USA | United States |
-
High-yield bonds : analysis and risk assessment
Altman, Edward I., (1990)
-
Corporate bonds in central bank reserves portfolios : a strategic asset allocation perspective
Grava, Roberts L., (2004)
-
Non-idiosyncratic alpha : a case of the corporate bond market
Kozhemiakin, Alexander, (2006)
- More ...
-
EMPIRICAL DURATION OF CORPORATE BONDS AND CREDIT MARKET SEGMENTATION
Ambastha, Madhur, (2010)
-
Quantitative management of benchmarked portfolios
Dynkin, Lev, (2005)
-
Bond portfolio analysis relative to a benchmark
Dynkin, Lev, (2002)
- More ...