Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Tradable proxy portfolios for...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
18
Portfolio-Management
18
Theorie
12
Theory
12
USA
9
United States
9
Anleihe
7
Bond
7
Corporate bond
6
Unternehmensanleihe
6
Credit risk
4
Derivat
4
Derivative
4
Kreditrisiko
4
Portfoliomanagement
4
Benchmarking
3
Measurement
3
Messung
3
Risikomanagement
3
Risikoprämie
3
Risk management
3
Risk premium
3
Yield curve
3
Zinsstruktur
3
Anleiheemission
2
Betriebliche Liquidität
2
Capital income
2
Corporate liquidity
2
Financial Engineering
2
Financial engineering
2
Government securities
2
Hedging
2
Interest rate derivative
2
International bond
2
Internationale Anleihe
2
Kapitaleinkommen
2
Liquidity
2
Liquidity constraint
2
Liquidität
2
Liquiditätsbeschränkung
2
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
42
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
9
Book section
9
Bibliographie
1
Language
All
English
35
Undetermined
15
Author
All
Dynkin, Lev
37
Hyman, Jay
27
Phelps, Bruce D.
16
Konstantinovsky, Vadim
14
Dor, Arik Ben
7
Phelps, Bruce
5
Gould, Anthony
4
Desclée, Albert
3
Ng, Kwok Yuen
3
Polbennikov, Simon
3
Wu, Wei
3
Ambastha, Madhur
2
Ben Dor, Arik
2
Greenfield, Yuri
2
Houweling, Patrick
2
Joneja, Dev
2
Leeuwen, Erik Van
2
Leeuwen, Erik van
2
Lindner, Peter
2
Penninga, Olaf
2
Upbin, Brian
2
Budinger, Vernon
1
Dastidar, Siddhartha G.
1
Dickey, John W.
1
Edelstein, Ariel
1
Ferket, Peter
1
Feryet, Peter
1
Gabudean, Radu C.
1
Guan, Jingling
1
Harvey, Michael W.
1
Horowitz, David
1
Leech, Kenneth
1
Maitra, Anando
1
Massimb, Marcel N.
1
Mattu, Ravi
1
Meli, Jeff
1
Ng, Kwok-yuen
1
Roth, Nancy
1
Samorajski, Gregory S.
1
Steiss, Alan W.
1
more ...
less ...
Published in...
All
The journal of fixed income
14
The journal of portfolio management : a publication of Institutional Investor
12
Financial analysts' journal : FAJ
3
Advanced bond portfolio management : best practices in modeling and strategies
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
The handbook of mortgage-backed securities
2
The theory and practice of investment management
2
Advances in Financial Engineering
1
Advances in financial engineering
1
Interest rate, term structure, and valuation modeling
1
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
1
Risk management for central bank foreign reserves
1
The Frank J. Fabozzi series
1
The handbook of fixed income securities
1
The journal of fixed income : JFI
1
Wiley finance series
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
OLC EcoSci
14
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
TRADABLE PROXY PORTFOLIOS FOR AN MBS INDEX
Dynkin, Lev
;
Konstantinovsky, Vadim
;
Phelps, Bruce
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 70
Persistent link: https://www.econbiz.de/10007169331
Saved in:
2
Quantitative management of bond portfolios
Dynkin, Lev
;
Gould, Anthony
;
Hyman, Jay
; …
-
2007
Persistent link: https://www.econbiz.de/10003330402
Saved in:
3
Alpha-beta recombination : can synthetic fixed income compete with traditional long-only managers?
Upbin, Brian
;
Konstantinovsky, Vadim
;
Phelps, Bruce
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
2
,
pp. 80-101
Persistent link: https://www.econbiz.de/10003859367
Saved in:
4
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:
5
FIXED INCOME - ALPHA-BETA RECOMBINATION: Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?
Upbin, Brian
;
Konstantinovsky, Vadim
;
Phelps, Bruce
- In:
The journal of portfolio management : a publication of …
35
(
2009
)
2
,
pp. 80-101
Persistent link: https://www.econbiz.de/10008177016
Saved in:
6
Replicating bond indices with liquid derivatives
Dynkin, Lev
;
Gould, Anthony
;
Konstantinovsky, Vadim
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10003339347
Saved in:
7
Empirical duration of corporate bonds and credit market segmentation
Ambastha, Madhur
;
Dor, Arik Ben
;
Dynkin, Lev
;
Hyman, Jay
; …
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10003988023
Saved in:
8
Quantitative management of benchmarked portfolios
Dynkin, Lev
;
Hyman, Jay
;
Konstantinovsky, Vadim
- In:
The handbook of fixed income securities
,
(pp. 1017-1046)
.
2005
Persistent link: https://www.econbiz.de/10003055196
Saved in:
9
Bond portfolio analysis relative to a benchmark
Dynkin, Lev
;
Hyman, Jay
;
Konstantinovsky, Vadim
- In:
The theory and practice of investment management
,
(pp. 653-664)
.
2002
Persistent link: https://www.econbiz.de/10001730164
Saved in:
10
MBS INDEX RETURNS: A DETAILED LOOK
Dynkin, Lev
;
Hyman, Jay
;
Konstantinovsky, Vadim
;
Roth, Nancy
- In:
The journal of fixed income
8
(
1999
)
4
,
pp. 9-23
Persistent link: https://www.econbiz.de/10007341218
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
