Index by author

Summer 2018; Volume 28,Issue 1

B

  1. Balbás, Alejandro

    1. 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

C

  1. Charest, Anne-Sophie

    1. 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

D

  1. Deguest, Romain

    1. 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

F

  1. Fabozzi, Frank

    1. 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

  2. Fridson, Martin

    1. 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

G

  1. Goodman, Laurie S.

    1. 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

K

  1. Kon, Stanley J.

    1. 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

L

  1. Laborda, Ricardo

    1. 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

  2. Lai, Van Son

    1. 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

  3. Li, Yaxian

    1. 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

M

  1. Martellini, Lionel

    1. 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

  2. Milhau, Vincent

    1. 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

P

  1. Parnes, Dror

    1. 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

T

  1. Trottier, Denis-Alexandre

    1. 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

Z

  1. Zhao, Kai

    1. 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

  2. Zhu, Jun

    1. 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
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