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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
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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
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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
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A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo; Fabozzi, Frank J. - In: The journal of fixed income 25 (2016) 3, pp. 36-45
Persistent link: https://www.econbiz.de/10011430618