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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Fall 1991; Volume 1,Issue 2

Primary Article

  • You have access
    Asset Allocation
    Fischer Black and Robert B Litterman
    The Journal of Fixed Income Fall 1991, 1 (2) 7-18; DOI: https://doi.org/10.3905/jfi.1991.408013
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    The Term Structure of Volatility and Bond Option Valuation
    Mark Koenigsberg, Janet Showers and James Streit
    The Journal of Fixed Income Fall 1991, 1 (2) 19-35; DOI: https://doi.org/10.3905/jfi.1991.408019
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    Partial and Full Prepayments and the Modeling of Mortgage Cash Flows
    Lakhbir S. Hayre and Kenneth Lauterbach
    The Journal of Fixed Income Fall 1991, 1 (2) 37-42; DOI: https://doi.org/10.3905/jfi.1991.408016
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    Yield Curve Strategies
    Frank J. Jones
    The Journal of Fixed Income Fall 1991, 1 (2) 43-48; DOI: https://doi.org/10.3905/jfi.1991.408020
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    Objective, Timely Research for the Institutional Investor
    The Journal of Fixed Income Fall 1991, 1 (2) 49-51; DOI: https://doi.org/10.3905/jfi.1991.408015
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    The Benchmark Effect in the Japanese Government Bond Market
    Jacob Boudoukh and Robert F. Whitelaw
    The Journal of Fixed Income Fall 1991, 1 (2) 52-59; DOI: https://doi.org/10.3905/jfi.1991.408018
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    A Liquid Market Index of Japanese Government Bonds
    Robert B Litterman and Thomas Iben
    The Journal of Fixed Income Fall 1991, 1 (2) 60-68; DOI: https://doi.org/10.3905/jfi.1991.408012
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    General Solutions of Some Interest Rate-Contingent Claim Pricing Equations
    David R. Beaglehole and Mark S. Tenney
    The Journal of Fixed Income Fall 1991, 1 (2) 69-83; DOI: https://doi.org/10.3905/jfi.1991.408014
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    Risk, Return, and Hedging of Fixed-Rate Mortgages
    Douglas T. Breeden
    The Journal of Fixed Income Fall 1991, 1 (2) 85-107; DOI: https://doi.org/10.3905/jfi.1991.408017
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The Journal of Fixed Income
Vol. 1, Issue 2
Fall 1991
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