Many bond portfolio managers argue that bond laddering tends to outperform other bond investment strategies because it … reduces both market price risk and reinvestment risk for a bond portfolio in the presence of interest rate uncertainty …. Despite the popularity of bond ladders as a strategy for managing investments in fixed-income securities, there is surprising …

-only measures like IRR that increases by 5% when a large part of a 60%equity-40%bond portfolio is replaced by PE-PD. Commitment and …

related indirectly and insignificantly to the immunization risk inherent in a bond portfolio. The main goal of this study is …

not spanned by the current yield curve. The disaster risk factor delivers a counter cycle bond risk premium, and the …We propose a news-implied rare disaster risk indicator and study its predictive power on the returns of U.S. Treasury … predictability of disaster risk is more significant during periods of economic downturn. Our empirical findings show that disaster …

We study the economic sources of stock-bond return comovement and its time variation using a dynamic factor model. We … dynamics of stock-bond return correlations poorly. Alternative factors, such as liquidity proxies, help explain the residual …

qualitative and quantitative methodologies, such as bond portfolio managers and statistical analysis.The explaining variables for … bond liquidity risk are: currency, exchange, issue date, maturity, coupon type, coupon, duration, yield, rating Moody … of liquidity risk are whether the bonds are listed, the default of the bond and maturity.The fitting of the model is …

corporate bond and stock markets. Using a comprehensive bond dataset, we observe a significant momentum effect in corporate bond … returns and bond credit spread changes. The momentum effect in bond total returns, however, is confined to low-grade bonds and … bond credit spread, not the total return, is a more appropriate proxy to examine the response of bond prices to new …