Quantitative Management of Bond Portfolios
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Published By Princeton University Press

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Currency-Hedged Returns in Fixed-Income Indices

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.46 ◽

2020 ◽

pp. 854-861

Keyword(s):

Fixed Income

Computing Excess Return of Spread Securities

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.45 ◽

2020 ◽

pp. 842-853

Keyword(s):

Excess Return

[Introduction]

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.42 ◽

2020 ◽

pp. 811-816

ACKNOWLEDGMENTS

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.4 ◽

2020 ◽

pp. xi-xii

Risk Budget Allocation to Issuer and Sector Views

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.38 ◽

2020 ◽

pp. 655-676

Keyword(s):

Budget Allocation

[Introduction]

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.33 ◽

2020 ◽

pp. 579-582

FOREWORD

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.3 ◽

2020 ◽

pp. ix-x

Author(s):

Steve Ross

Quick Look at Index Tails

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.27 ◽

2020 ◽

pp. 465-474

Optimal Credit Allocation for Buy-and-Hold Investors

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.26 ◽

2020 ◽

pp. 430-464

Keyword(s):

Credit Allocation

Replicating the Lehman Brothers U.S. Aggregate Index with Liquid Instruments

Quantitative Management of Bond Portfolios ◽

10.2307/j.ctvw04cxt.12 ◽

2020 ◽

pp. 133-162

Keyword(s):

Aggregate Index ◽

Lehman Brothers