Table of Contents

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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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