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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

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

  • You have access
    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

  • You have access
    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

  • You have access
    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

  • You have access
    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

  • You have access
    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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The Journal of Fixed Income: 28 (1)
The Journal of Fixed Income
Vol. 28, Issue 1
Summer 2018
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