Narrow search
Showing 1 - 10 of 56
Cover Image
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
Cover Image
A liquidity-based explanation of convertible arbitrage alphas
Batta, George; Chacko, George; Dharan, Bala G. - In: The journal of fixed income 20 (2010/11) 1, pp. 28-43
Persistent link: https://www.econbiz.de/10003988029
Cover Image
Hedge fund risk factors and the value at risk of fixed income trading strategies
Loudon, Geoffrey F.; Okunev, John; White, Derek - In: The journal of fixed income 16 (2006) 2, pp. 46-61
Persistent link: https://www.econbiz.de/10003400072
Cover Image
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
Cover Image
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
Cover Image
Credit spread modeling with regime-switching techniques
Davies, Andrew - In: The journal of fixed income 14 (2004) 3, pp. 36-48
Persistent link: https://www.econbiz.de/10002682341
Cover Image
Parsimonious estimation of credit spreads
Jankowitsch, Rainer; Pichler, Stefan - In: The journal of fixed income 14 (2004) 3, pp. 49-63
Persistent link: https://www.econbiz.de/10002682747
Cover Image
Returns-based style analysis of convertible bond funds
Domian, Dale L.; Reichenstein, William R. - In: The journal of fixed income 18 (2008/09) 3, pp. 52-64
Persistent link: https://www.econbiz.de/10003808978
Cover Image
Build America Bonds
Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - In: The journal of fixed income 20 (2010/11) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10003988065
Cover Image
Fundamental, flight-to-quality, and flight-to-liquidity components in subprime mortgage-backed security returns
Prendergast, Joseph R. - In: The journal of fixed income 19 (2009/10) 1, pp. 5-25
Persistent link: https://www.econbiz.de/10003875946