Fixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling Approach

2009 ◽  
Vol 18 (4) ◽  
pp. 78-91 ◽  
Author(s):  
Michael Stein ◽  
Roland Füss ◽  
Wolfgang Drobetz
Keyword(s):  
Hedge Fund ◽  
Portfolio Allocation ◽  
Fixed Income ◽  
Opinion Pooling ◽  
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
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