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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Bond"
~subject:"Theory"
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The journal of portfolio management : a publication of Institutional Investor
Journal of banking & finance
389
Insurance / Mathematics & economics
383
European journal of operational research : EJOR
378
NBER working paper series
298
NBER Working Paper
244
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of credit risk : published quarterly by Incisive Media
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International journal of forecasting
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ECONIS (ZBW)
106
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1
Return dynamics of distressed bonds
Sterling, Karen
;
Fridson, Martin
;
Kong, Vince C. C.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
2
,
pp. 102-109
Persistent link: https://www.econbiz.de/10009520408
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2
How unlucky is 25-Sigma?
Dowd, Kevin
;
Cotter, John
;
Humphrey, Chris
;
Woods, Margaret
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 76-80
Persistent link: https://www.econbiz.de/10003769562
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3
Credit spread decomposition : decomposing Bond-Level credit OAS into default and liquidity components
Dastidar, Siddhartha G.
;
Phelps, Bruce D.
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
3
,
pp. 70-84
Persistent link: https://www.econbiz.de/10009129548
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4
Portfolio risk consequences of fixed-income exposures
Warren, Geoff
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
4
,
pp. 52-59
Persistent link: https://www.econbiz.de/10003870702
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5
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
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6
A scenarios approach to asset allocation
Gosling, Susan
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10008738004
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7
The properties of equally weighted risk contribution portfolios
Maillard, Sébastien
;
Roncalli, Thierry
;
Teïletche, …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
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8
Signal weighting
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10008652181
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9
Efficient replication of factor retturns : theory and applications
Melas, Dimitris
;
Suryanarayanan, Raghu
;
Cavaglia, Stefano
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
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10
Global tactical sector allocation : a quantitative approach
Doeswijk, Ronald
;
Vliet, Willem Nicolaas van
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009381271
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