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~isPartOf:"The journal of fixed income"
~person:"Choi, Tsan-Ming"
~person:"Dor, Arik Ben"
~person:"Fabozzi, Frank J."
~person:"Gruber, Jonathan"
~person:"Poterba, James M."
~person:"Zaremba, Adam"
~subject:"Asset pricing"
~subject:"Capital income"
~subject:"Gesundheitsreform"
~subject:"Household"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Portfolio-Management"
~subject:"Private consumption"
~subject:"USA"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Book review"
~type_genre:"Market information"
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Asset pricing
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Yield curve
8
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8
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Choi, Tsan-Ming
Dor, Arik Ben
Fabozzi, Frank J.
Gruber, Jonathan
Poterba, James M.
Zaremba, Adam
Cantor, Richard
8
Dynkin, Lev
6
Fridson, Martin S.
6
Ilmanen, Antti
6
Goodman, Laurie Sharon
5
Ap Gwilym, Owain
4
Koutmos, Gregory
4
Lucas, Douglas J.
4
Martellini, Lionel
4
Stock, Duane R.
4
Das, Sanjiv R.
3
Garman, M. Christopher
3
Gauthier, Laurent
3
Helwege, Jean
3
Hu, Jian
3
King, Tao-Hsien Dolly
3
Konstantinovsky, Vadim
3
Lakshmivarahan, S.
3
Peristiani, Stavros C.
3
Skinner, Frank S.
3
Warga, Arthur D.
3
Wu, Chunchi
3
Ambrose, Brent William
2
Bali, Turan G.
2
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2
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2
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2
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2
Dopfel, Frederick E.
2
Dorfleitner, Gregor
2
Durham, J. Benson
2
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The journal of fixed income
The American economic review
35
European journal of operational research : EJOR
30
Transportation research / E : an international journal
23
International journal of production economics
18
Journal of public economics
18
National tax journal
16
Applied economics
15
Tax policy and the economy
15
The journal of portfolio management : a publication of Institutional Investor
14
Finance research letters
13
International journal of production research
13
IEEE transactions on engineering management : EM
11
The journal of economic perspectives : EP ; a journal of the American Economic Association
11
The journal of portfolio management : JPM
11
International review of financial analysis
9
Journal of banking & finance
9
Journal of health economics
9
The review of economics and statistics
8
The journal of fixed income : JFI
7
The quarterly journal of economics
7
American economic journal : a journal of the American Economic Association
6
Research in international business and finance
6
Applied financial economics
5
Brookings papers on economic activity : BPEA
5
Economic research
5
International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Production and operations management : the flagship research journal of the Production and Operations Management Society
5
Emerging markets review
4
Journal of financial economics
4
Journal of political economy
4
Pacific-Basin finance journal
4
The journal of asset management
4
Advances in futures and options research : a research annual
3
Applied economics letters
3
Economic modelling
3
Economics letters
3
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ECONIS (ZBW)
14
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1
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
2
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:
3
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:
4
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:
5
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
6
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:
7
Fallen angels : characteristics, performance, and implications for investors
Dor, Arik Ben
;
Xu, Zhe
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10009007991
Saved in:
8
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:
9
Empirical evidence on CDO performance
Newman, Daniel
;
Fabozzi, Frank J.
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
Saved in:
10
DTS (Duration Times Spread) for CDS : a new measure of spread sensitivity
Dor, Arik Ben
;
Polbennikov, Simon
;
Rosten, Jeremy
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 32-44
Persistent link: https://www.econbiz.de/10003457017
Saved in:
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