Weak transport for non‐convex costs and model‐independence in a fixed‐income market

Mathematical Finance ◽

10.1111/mafi.12328 ◽

2021 ◽

Author(s):

Beatrice Acciaio ◽

Mathias Beiglböck ◽

Gudmund Pammer

Keyword(s):

Fixed Income ◽

Model Independence ◽

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Incorporating Environmental, Social and Governance Factors into Fixed Income Investment

10.1596/29693 ◽

2018 ◽

Author(s):

Georg Inderst ◽

Fiona Stewart

Keyword(s):

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Indexing Fixed-Income Investments

ICFA Continuing Education Series ◽

10.2469/cp.v1987.n4.11 ◽

1987 ◽

Vol 1987 (4) ◽

pp. 57-63, 69

Author(s):

Frederic A. Nelson

Keyword(s):

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Key Trends in Fixed-Income Investment Management

AIMR Conference Proceedings ◽

10.2469/cp.v2002.n1.3167 ◽

2002 ◽

Vol 2002 (1) ◽

pp. 19-25

Author(s):

Eugene Flood

Keyword(s):

Fixed Income ◽

Investment Management

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Using Currency to Add Value to Global Fixed-Income Returns

CFA Institute Conference Proceedings Quarterly ◽

10.2469/cp.v23.n1.3550 ◽

2006 ◽

Vol 23 (1) ◽

pp. 72-81

Author(s):

Ronald G. Layard-Liesching

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Integrating ESG into the Fixed-Income Portfolio

CFA Institute Conference Proceedings Quarterly ◽

10.2469/cp.v32.n4.3 ◽

2015 ◽

Vol 32 (4) ◽

pp. 46-53 ◽

Author(s):

Christoph M. Klein

Keyword(s):

Fixed Income ◽

Fixed Income Portfolio

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A CEO's Perspective on the Challenges in Fixed-Income Management

AIMR Conference Proceedings ◽

10.2469/cp.v2003.n5.3316 ◽

2003 ◽

Vol 2003 (5) ◽

pp. 5-10

Author(s):

Kenneth R. Meyer

Keyword(s):

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Applying Risk Management Tools to Fixed-Income Portfolio Management

AIMR Conference Proceedings ◽

10.2469/cp.v2002.n1.3172 ◽

2002 ◽

Vol 2002 (1) ◽

pp. 62-73 ◽

Author(s):

Kevin Maloney

Keyword(s):

Risk Management ◽

Portfolio Management ◽

Fixed Income ◽

Management Tools ◽

Fixed Income Portfolio

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Issues and Trends in Fixed-Income Portfolio Construction

AIMR Conference Proceedings ◽

10.2469/cp.v2002.n1.3168 ◽

2002 ◽

Vol 2002 (1) ◽

pp. 26-33

Author(s):

Peter J. Knez

Keyword(s):

Portfolio Construction ◽

Fixed Income ◽

Fixed Income Portfolio

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The Financial Crisis and Temporary Liquidity Guarantee Program: Their Impact on Fixed-Income Markets

10.2469/dig.v44.n4.14 ◽

2014 ◽

Vol 44 (4) ◽

Author(s):

Nicholas Tan

Keyword(s):

Financial Crisis ◽

Fixed Income ◽

Fixed Income Markets

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Hedging and Replication of Fixed-Income Portfolios

10.2469/dig.v32.n4.1158 ◽

2002 ◽

Vol 32 (4) ◽

pp. 22-24

Author(s):

Christopher J. Sullivan

Keyword(s):

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