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Theorie
Portfolio selection
18
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18
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12
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9
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9
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7
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7
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6
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Dynkin, Lev
7
Hyman, Jay
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Phelps, Bruce D.
4
Dor, Arik Ben
2
Dastidar, Siddhartha G.
1
Desclée, Albert
1
Dickey, John W.
1
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1
Harvey, Michael W.
1
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1
Konstantinovsky, Vadim
1
Leeuwen, Erik van
1
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1
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1
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1
Phelps, Bruce
1
Polbennikov, Simon
1
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1
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1
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Financial analysts' journal : FAJ
2
The journal of portfolio management : a publication of Institutional Investor
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Interest rate, term structure, and valuation modeling
1
Risk management for central bank foreign reserves
1
The journal of fixed income
1
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ECONIS (ZBW)
12
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1
Measuring bond-level liquidity
Konstantinovsky, Vadim
;
Ng, Kwok Yuen
;
Phelps, Bruce D.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 116-128
Persistent link: https://www.econbiz.de/10011686109
Saved in:
2
Electronic trading, market structure and liquidity
Massimb, Marcel N.
- In:
Financial analysts' journal : FAJ
50
(
1994
)
1
,
pp. 39-50
Persistent link: https://www.econbiz.de/10001165931
Saved in:
3
Using treasury bond futures to enhance total return
Samorajski, Gregory S.
- In:
Financial analysts' journal : FAJ
46
(
1990
)
1
,
pp. 58-65
Persistent link: https://www.econbiz.de/10001085195
Saved in:
4
Dynamic change and the urban ghetto
Steiss, Alan W.
;
Dickey, John W.
;
Phelps, Bruce
; …
-
1975
Persistent link: https://www.econbiz.de/10001367366
Saved in:
5
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
Saved in:
6
Multi-factor risk analysis of bond portfolios
Dynkin, Lev
;
Hyman, Jay
- In:
Risk management for central bank foreign reserves
,
(pp. 201-221)
.
2004
Persistent link: https://www.econbiz.de/10002111491
Saved in:
7
Multifactor risk models and their applications
Dynkin, Lev
;
Hyman, Jay
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 195-246)
.
2006
Persistent link: https://www.econbiz.de/10003280210
Saved in:
8
Multi-factor fixed-income risk models and their applications
Dynkin, Lev
;
Hyman, Jay
- In:
The theory and practice of investment management
,
(pp. 665-696)
.
2002
Persistent link: https://www.econbiz.de/10001730169
Saved in:
9
Multi-factor risk models and their applications
Dynkin, Lev
;
Hyman, Jay
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 241-294)
.
2002
Persistent link: https://www.econbiz.de/10001734178
Saved in:
10
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
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