Narrow search
Showing 1 - 10 of 25
Cover Image
ESG impact on high-yield returns
Fridson, Martin S.; Jiang, Lu; Mei, Zhiyuan; Navaei, Daniel - In: The journal of fixed income : JFI 30 (2021) 4, pp. 53-63
Persistent link: https://www.econbiz.de/10012517180
Cover Image
Fixed income performance attribution : an objective methodology
Kon, Stanley Jay - In: The journal of fixed income : JFI 32 (2022) 2, pp. 142-159
Persistent link: https://www.econbiz.de/10014231365
Cover Image
Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel; Rebonato, Riccardo; Maeso, Jean-Michel - In: The journal of fixed income : JFI 31 (2022) 3, pp. 20-40
Persistent link: https://www.econbiz.de/10012802444
Cover Image
Analysis of global fixed-income returns using multilinear tensor algebra
Scalzo, Bruno; Konstantinidis, Athanasios; Mandic, Danilo P. - In: The journal of fixed income : JFI 30 (2021) 4, pp. 32-52
Persistent link: https://www.econbiz.de/10012517179
Cover Image
Conditional fixed income correlations : skews and straddles
Aydemir, Zava - In: The journal of fixed income : JFI 30 (2021) 3, pp. 83-107
Persistent link: https://www.econbiz.de/10012423029
Cover Image
Assessment of credit ratings and credit risk models on public bonds
Leggio, Karyl B.; Shin, Yoon S.; Yan, Yuxing - In: The journal of fixed income : JFI 30 (2021) 4, pp. 65-80
Persistent link: https://www.econbiz.de/10012517183
Cover Image
Performance measurement in the life insurance industry : an asset-liability perspective
Braun, Alexander; Schreiber, Florian - In: The journal of fixed income : JFI 30 (2021) 3, pp. 109-127
Persistent link: https://www.econbiz.de/10012423030
Cover Image
Can representativeness explain the predictability of treasury bonds returns?
Rebonato, Riccardo; Ronzani, Riccarco; Tronson, Dimitri - In: The journal of fixed income : JFI 33 (2023) 2, pp. 17-49
Persistent link: https://www.econbiz.de/10014533739
Cover Image
Simulating long-horizon returns on government bonds
Chin, Michael; Povala, Pavol - In: The journal of fixed income : JFI 33 (2023) 4, pp. 18-44
Persistent link: https://www.econbiz.de/10014534070
Cover Image
Why does the Cieslak-Povala model predict treasury returns? : a reinterpretation
Rebonato, Riccardo; Hatano, Taku - In: The journal of fixed income : JFI 31 (2022) 4, pp. 20-32
Persistent link: https://www.econbiz.de/10014231337