Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Winter 2006; Volume 16,Issue 3
  • Open Access
    Editor's Letter
    Stanley J. Kon
    The Journal of Fixed Income Winter 2006, 16 (3) 1; DOI: https://doi.org/10.3905/jfi.2006.670096
  • You have access
    Sources of Credit Risk
    Ren-Raw Chen, Frank J. Fabozzi, Ging-Ging Pan and Ronald Sverdlove
    The Journal of Fixed Income Winter 2006, 16 (3) 7-21; DOI: https://doi.org/10.3905/jfi.2006.670090
  • You have access
    Fallen Angels
    Martin S Fridson and Karen Sterling
    The Journal of Fixed Income Winter 2006, 16 (3) 22-29; DOI: https://doi.org/10.3905/jfi.2006.670091
  • You have access
    Non-Idiosyncratic Alpha
    Alexander V Kozhemiakin
    The Journal of Fixed Income Winter 2006, 16 (3) 30-38; DOI: https://doi.org/10.3905/jfi.2006.670092
  • You have access
    Volatility Skew and the Valuation of Mortgages
    Ranjit Bhattacharjee, Branislav Radak and Robert A. Russell
    The Journal of Fixed Income Winter 2006, 16 (3) 39-53; DOI: https://doi.org/10.3905/jfi.2006.670093
  • You have access
    Term Structure Slope Risk
    Stewart D Hodges and Naru Parekh
    The Journal of Fixed Income Winter 2006, 16 (3) 54-59; DOI: https://doi.org/10.3905/jfi.2006.670094
  • You have access
    Separability and Pension Optimization
    Michael J. Bazdarich
    The Journal of Fixed Income Winter 2006, 16 (3) 60-67; DOI: https://doi.org/10.3905/jfi.2006.670095
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income
Vol. 16, Issue 3
Winter 2006
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies