Rating versus Market-based Forced Sell Effect in the Fixed Income Portfolio

2016 ◽  
Vol 30 (4) ◽  
pp. 119-162
Author(s):  
Jae Yong Choi ◽  
Junesuh Yi
Keyword(s):  
Fixed Income ◽  
Fixed Income Portfolio

Dynamic models for fixed-income portfolio management under uncertainty

1998 ◽  
Vol 22 (10) ◽  
pp. 1517-1541 ◽  
Author(s):  
Stavros A Zenios ◽  
Martin R Holmer ◽  
Raymond McKendall ◽  
Christiana Vassiadou-Zeniou
Keyword(s):  
Portfolio Management ◽  
Dynamic Models ◽  
Fixed Income ◽  
Fixed Income Portfolio

Sources of Excess Return and Implications for Active Fixed-Income Portfolio Construction

2019 ◽  
Vol 46 (2) ◽  
pp. 106-120 ◽  
Author(s):  
Stephen Laipply ◽  
Ananth Madhavan ◽  
Aleksander Sobczyk ◽  
Matthew Tucker
Keyword(s):  
Excess Return ◽  
Portfolio Construction ◽  
Fixed Income ◽  
Fixed Income Portfolio
Sign in / Sign up

Export Citation Format

Share Document