Table of Contents

Primary Article

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  Asset Allocation Under Liability Uncertainty

  Martin L. Leibowitz, Lawrence N. Baber and Stanley Kogelman

  The Journal of Fixed Income Fall 1992, 2 (2) 7-19; DOI: https://doi.org/10.3905/jfi.1992.408046
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  Mortgage Portfolio Prepayment Rates

  Robert B. Perry

  The Journal of Fixed Income Fall 1992, 2 (2) 21-28; DOI: https://doi.org/10.3905/jfi.1992.408050
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  Key Rate Durations

  Thomas S.Y. Ho

  The Journal of Fixed Income Fall 1992, 2 (2) 29-44; DOI: https://doi.org/10.3905/jfi.1992.408049
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  Basis and the Choice Between Futures and Cash

  Mark Koenigsberg and Yiorgos Bqurtzos

  The Journal of Fixed Income Fall 1992, 2 (2) 45-56; DOI: https://doi.org/10.3905/jfi.1992.408047
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  Original Issue High-Yield Bonds

  Rayner Cheung, Joseph C. Bencivenga and Frank J. Fabozzi

  The Journal of Fixed Income Fall 1992, 2 (2) 58-75; DOI: https://doi.org/10.3905/jfi.1992.408051
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  The Accuracy of The Initial Pricing Of Junk Bonds

  Stephen G. Buell

  The Journal of Fixed Income Fall 1992, 2 (2) 77-83; DOI: https://doi.org/10.3905/jfi.1992.408052
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  Estimating The Term Structure Of Interest Rates From Data That Include The Prices Of Coupon Bonds

  Thomas S. Coleman, Lawrence Fisher and Roger G. Ibbotson

  The Journal of Fixed Income Fall 1992, 2 (2) 85-116; DOI: https://doi.org/10.3905/jfi.1992.408048