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There are 21849 results for: content related to: Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification

  1. A Multivariate Model of the Term Structure

    The Journal of Finance

    Volume 35, Issue 1, March 1980, Pages: 71–97, TERENCE C. LANGETIEG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03472.x

  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. 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

  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. Valuing Commercial Mortgages: An Empirical Investigation of the Contingent-Claims Approach to Pricing Risky Debt

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 345–373, SHERIDAN TITMAN and WALTER TOROUS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05061.x

  6. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x

  7. Retractable and Extendible Bonds: The Canadian Experience

    The Journal of Finance

    Volume 35, Issue 1, March 1980, Pages: 31–47, A. L. ANANTHANARAYANAN and EDUARDO S. SCHWARTZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03469.x

  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. 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

  10. 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

  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. 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

  13. 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

  14. Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 369–382, MICHAEL U. DOTHAN and DAVID FELDMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05042.x

  15. 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

  16. The Valuation of Options on Futures Contracts

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1319–1340, KRISHNA RAMASWAMY and SURESH M. SUNDARESAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02385.x

  17. THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 551–571, Robert Litzenberger and Mark Rubinstein

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01906.x

  18. Taxes, Default Risk, and Yield Spreads

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1127–1140, JESS B. YAWITZ, KEVIN J. MALONEY and LOUIS H. EDERINGTON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02367.x

  19. An Exact Bond Option Formula

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 205–209, FARSHID JAMSHIDIAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02413.x

  20. Returns and Volatility of Low-Grade Bonds 1977–1989

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 49–74, MARSHALL E. BLUME, DONALD B. KEIM and SANDEEP A. PATEL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03745.x