The Journal of Fixed Income

Index by author

Summer 2018; Volume 28,Issue 1

Editor’s Letter

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2018, 28 (1) 1; DOI: https://doi.org/10.3905/jfi.2018.28.1.001

Bond Portfolio Optimization in the Presence of Duration Constraints

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Bond Portfolio Optimization in the Presence of Duration Constraints
Romain Deguest, Frank Fabozzi, Lionel Martellini and Vincent Milhau

The Journal of Fixed Income Summer 2018, 28 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2018.1.061

What Fueled the Financial Crisis? An Analysis of the Performance of Purchase and Refinance Loans

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What Fueled the Financial Crisis? An Analysis of the Performance of Purchase and Refinance Loans
Laurie S. Goodman and Jun Zhu

The Journal of Fixed Income Summer 2018, 28 (1) 27-37; DOI: https://doi.org/10.3905/jfi.2018.28.1.027

Solving the Spread Curve Puzzle

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Solving the Spread Curve Puzzle
Martin Fridson, Yaxian Li and Kai Zhao

The Journal of Fixed Income Summer 2018, 28 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2018.28.1.038

Observed Leniency among the Credit Rating Agencies

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Observed Leniency among the Credit Rating Agencies
Dror Parnes

The Journal of Fixed Income Summer 2018, 28 (1) 48-60; DOI: https://doi.org/10.3905/jfi.2018.28.1.048

Interest Rate Future Quality Options and Negative Interest Rates

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Interest Rate Future Quality Options and Negative Interest Rates
Alejandro Balbás and Ricardo Laborda

The Journal of Fixed Income Summer 2018, 28 (1) 61-73; DOI: https://doi.org/10.3905/jfi.2018.28.1.061

CAT Bond Spreads via HARA Utility and Nonparametric Tests

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CAT Bond Spreads via HARA Utility and Nonparametric Tests
Denis-Alexandre Trottier, Van Son Lai and Anne-Sophie Charest

The Journal of Fixed Income Summer 2018, 28 (1) 75-99; DOI: https://doi.org/10.3905/jfi.2018.1.062

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