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Performance of distressed bonds
Fridson, Martin; Covey, Kevin P.; Sterling, Karen - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 56-62
Persistent link: https://www.econbiz.de/10003727648
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Managing pension liability credit risk : maintaining a total portfolio perspective
Meder, Aaron - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 90-99
Persistent link: https://www.econbiz.de/10003909595
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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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Toward determining systemic importance
Kinlaw, Will; Kritzman, Mark; Turkington, David - In: The journal of portfolio management : a publication of … 38 (2012) 4, pp. 100-111
Persistent link: https://www.econbiz.de/10009670251
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The concept of credit OAS in valuation of MBS
Levin, Alexander; Davidson, Andrew - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
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Market-based default rate forecasting
Sterling, Karen; Fridson, Martin - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 99-106
Persistent link: https://www.econbiz.de/10008652146
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Commercial mortgage default and refinancing risk : a primer
Corcoran, Patrick J. - In: The journal of portfolio management : a publication of … 36 (2009/10) 5, pp. 70-79
Persistent link: https://www.econbiz.de/10008654018
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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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Measuring global systemic risk : what are markets saying about risk?
Sullivan, Rodney N.; Peterson, Steven P.; Waltenbaugh, … - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 67-77
Persistent link: https://www.econbiz.de/10008738000
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Measuring and modeling execution cost and risk
Engle, Robert F.; Ferstenberg, Robert; Russell, Jeffrey R. - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 14-28
Persistent link: https://www.econbiz.de/10009669872