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~isPartOf:"The journal of fixed income"
~person:"Fabozzi, Frank J."
~person:"Schiereck, Dirk"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Portfolio-Management
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2005-2012
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Duration Constraint
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Fabozzi, Frank J.
Schiereck, Dirk
Martellini, Lionel
3
Das, Sanjiv R.
2
Dopfel, Frederick E.
2
Dor, Arik Ben
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Dorfleitner, Gregor
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Dynkin, Lev
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Konstantinovsky, Vadim
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Lakshmivarahan, S.
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Allen, Dave
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1
D'Vari, Ron
1
Deguest, Romain
1
Dharan, Bala G.
1
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The journal of fixed income
The journal of portfolio management : JPM
9
Applied economics
7
The journal of portfolio management : a publication of Institutional Investor
7
International journal of theoretical and applied finance
5
The journal of asset management
5
European journal of operational research : EJOR
4
Journal of banking & finance
4
The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of fixed income : JFI
3
Annals of operations research
2
Applied financial economics letters
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Economics letters
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Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Kredit und Kapital
2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Financial analysts' journal : FAJ
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Indian journal of economics & business : IJEB
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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International review of financial analysis
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Review of managerial science
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ECONIS (ZBW)
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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:
2
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:
3
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:
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