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Search: person:"Konstantinovsky, Vadim"
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Portfolio selection
6
Portfolio-Management
6
USA
3
United States
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Anleihe
2
Benchmarking
2
Bond
2
Derivat
2
Derivative
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2002-2005
1
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Asset-Backed Securities
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Asset-backed securities
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Bank liquidity
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Financial Engineering
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Mathematical programming
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English
8
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Konstantinovsky, Vadim
15
Dynkin, Lev
12
Hyman, Jay
8
Phelps, Bruce
4
Gould, Anthony
3
Ambastha, Madhur
2
Phelps, Bruce D.
2
Upbin, Brian
2
Ben Dor, Arik
1
Dor, Arik Ben
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Mattu, Ravi
1
Ng, Kwok Yuen
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Roth, Nancy
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The journal of fixed income
8
The journal of portfolio management : a publication of Institutional Investor
4
Advances in financial engineering
1
The handbook of fixed income securities
1
The theory and practice of investment management
1
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ECONIS (ZBW)
8
OLC EcoSci
7
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1
Measuring bond-level liquidity
Konstantinovsky, Vadim
;
Ng, Kwok Yuen
;
Phelps, Bruce D.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 116-128
Persistent link: https://www.econbiz.de/10011686109
Saved in:
2
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:
3
EMPIRICAL DURATION OF CORPORATE BONDS AND CREDIT MARKET SEGMENTATION
Ambastha, Madhur
;
Ben Dor, Arik
;
Dynkin, Lev
;
Hyman, Jay
; …
- In:
The journal of fixed income
20
(
2010
)
1
,
pp. 5-28
Persistent link: https://www.econbiz.de/10008437301
Saved in:
4
Alpha-beta recombination : can synthetic fixed income compete with traditional long-only managers?
Upbin, Brian
;
Konstantinovsky, Vadim
;
Phelps, Bruce
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
2
,
pp. 80-101
Persistent link: https://www.econbiz.de/10003859367
Saved in:
5
FIXED INCOME - ALPHA-BETA RECOMBINATION: Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?
Upbin, Brian
;
Konstantinovsky, Vadim
;
Phelps, Bruce
- In:
The journal of portfolio management : a publication of …
35
(
2009
)
2
,
pp. 80-101
Persistent link: https://www.econbiz.de/10008177016
Saved in:
6
Quantitative management of bond portfolios
Dynkin, Lev
;
Gould, Anthony
;
Hyman, Jay
; …
-
2007
Persistent link: https://www.econbiz.de/10003330402
Saved in:
7
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:
8
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/10007222778
Saved in:
9
Quantitative management of benchmarked portfolios
Dynkin, Lev
;
Hyman, Jay
;
Konstantinovsky, Vadim
- In:
The handbook of fixed income securities
,
(pp. 1017-1046)
.
2005
Persistent link: https://www.econbiz.de/10003055196
Saved in:
10
Bond portfolio analysis relative to a benchmark
Dynkin, Lev
;
Hyman, Jay
;
Konstantinovsky, Vadim
- In:
The theory and practice of investment management
,
(pp. 653-664)
.
2002
Persistent link: https://www.econbiz.de/10001730164
Saved in:
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