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Returns-based style analysis of high-yield bonds
Domian, Dale L.; Reichenstein, William R. - In: The journal of fixed income 17 (2007) 4, pp. 72-87
Persistent link: https://www.econbiz.de/10003729820
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Implied interest rate skew, term premiums, and the "conundrum"
Durham, J. Benson - In: The journal of fixed income 17 (2007) 4, pp. 88-99
Persistent link: https://www.econbiz.de/10003729823
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Crisis-robust bond portfolios
Brière, Marie; Szafarz, Ariane - In: The journal of fixed income 18 (2008/09) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10003777621
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Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: The journal of fixed income 15 (2006) 4, pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
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Additional analytical approximations of the term structure and distributional assumptions for jump-diffusion processes
Durham, J. Benson - In: The journal of fixed income 15 (2006) 4, pp. 61-73
Persistent link: https://www.econbiz.de/10003339418
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Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Stein, Michael; Füss, Roland; Drobetz, Wolfgang - In: The journal of fixed income 18 (2008/09) 4, pp. 78-91
Persistent link: https://www.econbiz.de/10003848046
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Valuing fixed rate mortgage loans with default and prepayment options
Dunsky, Robert M.; Ho, Thomas S. Y. - In: The journal of fixed income 16 (2007) 4, pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
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Fallen angels : a sepatare and superior asset class
Fridson, Martin S.; Sterling, Karen - In: The journal of fixed income 16 (2006) 3, pp. 22-29
Persistent link: https://www.econbiz.de/10003422020
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Gains from active bond portfolio management strategies
Boyd, Naomi E.; Mercer, Jeffrey M. - In: The journal of fixed income 19 (2009/10) 4, pp. 73-83
Persistent link: https://www.econbiz.de/10003970357
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The efficiency gains of long-short credit strategies
Dopfel, Frederick E.; Ramkumar, Sunder R. - In: The journal of fixed income 15 (2005) 3, pp. 5-15
Persistent link: https://www.econbiz.de/10003303929