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There are 6545187 results for: content related to: Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification

  1. Bond Portfolio Management

    Finance: Capital Markets, Financial Management, and Investment Management

    Frank J. Fabozzi, Pamela Peterson Drake, Pages: 669–720, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266984.ch19

  2. BOND PORTFOLIO IMMUNIZATION: TESTS OF MATURITY, ONE- AND TWO-FACTOR DURATION MATCHING STRATEGIES

    Financial Review

    Volume 22, Issue 2, May 1987, Pages: 203–219, G. O. Bierwag, George G. Kaufman and Cynthia M. Latta

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1987.tb00761.x

  3. Measuring Interest Rate Risk

    Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition

    Frank J. Fabozzi, Steven V. Mann, Pages: 317–372, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266649.ch12

  4. DURATION, DEFAULT RISK, AND THE TERM STRUCTURE OF INTEREST RATES

    Journal of Financial Research

    Volume 28, Issue 4, December 2005, Pages: 539–554, Yan Alice Xie, Sheen Liu and Chunchi Wu

    Article first published online : 25 OCT 2005, DOI: 10.1111/j.1475-6803.2005.00138.x

  5. Default Risk and the Duration of Zero Coupon Bonds

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 265–274, DON M. CHANCE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05092.x

  6. Bond Analytics: Basic Valuation, Yield Measures, and Interest Rate Risk Measures

    The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition

    Frank J. Fabozzi, Harry M. Markowitz, Pages: 457–488, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267028.ch17

  7. Financial Intermediaries and the Cross-Section of Asset Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2557–2596, TOBIAS ADRIAN, ERKKO ETULA and TYLER MUIR

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12189

  8. SINGLE-FACTOR DURATION MODELS: CANADIAN TESTS

    Journal of Financial Research

    Volume 13, Issue 1, Spring 1990, Pages: 23–38, G. O. Bierwag and Gordon S. Roberts

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1990.tb00533.x

  9. Managing non-parallel shift risk of yield curve with interest rate futures

    Journal of Futures Markets

    Volume 13, Issue 5, August 1993, Pages: 515–526, Sang Bin Lee and Seung Hyun Oh

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990130506

  10. Bond Price Volatility and the Measurement of Interest Rate Risk

    Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

    Frank J. Fabozzi, Pages: 593–612, 2012

    Published Online : 9 JAN 2012, DOI: 10.1002/9781118267059.ch21

  11. The Effect of Taxation on Immunization Rules and Duration Estimation

    The Journal of Finance

    Volume 36, Issue 5, December 1981, Pages: 1127–1142, CHRISTOPHER A. HESSEL and LUCY HUFFMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb01080.x

  12. Important Finance Concepts

    Simulation and Optimization in Finance: Modeling with MATLAB, @RISK, or VBA

    Dessislava A. Pachamanova, Frank J. Fabozzi, Pages: 9–49, 2011

    Published Online : 6 DEC 2011, DOI: 10.1002/9781118267752.ch2

  13. Bond Portfolio Strategies

    Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

    Frank J. Fabozzi, Pages: 635–682, 2012

    Published Online : 9 JAN 2012, DOI: 10.1002/9781118267059.ch23

  14. Bond Investment Strategies

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 411–450, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch13

  15. LEVERAGED BOND PORTFOLIO OPTIMIZATION UNDER UNCERTAINTY

    Financial Review

    Volume 22, Issue 1, February 1987, Pages: 87–109, Dan R. Pieptea

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1987.tb00320.x

  16. Optimal Portfolio Allocation for Corporate Pension Funds

    European Financial Management

    David McCarthy and David Miles

    Article first published online : 2 MAR 2011, DOI: 10.1111/j.1468-036X.2011.00594.x

  17. That’s Where The Money Was: Foreign Bias and English Investment Abroad, 1866–1907

    The Economic Journal

    Volume 120, Issue 547, September 2010, Pages: 1056–1079, Benjamin R. Chabot and Christopher J. Kurz

    Article first published online : 2 SEP 2010, DOI: 10.1111/j.1468-0297.2009.02346.x

  18. Complete Markets

    Chapter

    Handbook of Finance

    Les Gulko

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof001013

  19. The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 658–685, Manfred Frühwirth, Paul Schneider and Leopold Sögner

    Article first published online : 19 AUG 2010, DOI: 10.1111/j.1468-036X.2009.00503.x

  20. An intertemporal measure of hedging effectiveness

    Journal of Futures Markets

    Volume 10, Issue 3, June 1990, Pages: 307–321, Jack S. K. Chang and Hsing Fang

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990100308