Index by author
Summer 2018; Volume 28,Issue 1
B
Balbás, Alejandro
- You have accessInterest Rate Future Quality Options and Negative Interest RatesAlejandro Balbás and Ricardo LabordaThe Journal of Fixed Income Summer 2018, 28 (1) 61-73; DOI: https://doi.org/10.3905/jfi.2018.28.1.061
C
Charest, Anne-Sophie
- You have accessCAT Bond Spreads via HARA Utility and Nonparametric TestsDenis-Alexandre Trottier, Van Son Lai and Anne-Sophie CharestThe Journal of Fixed Income Summer 2018, 28 (1) 75-99; DOI: https://doi.org/10.3905/jfi.2018.1.062
D
Deguest, Romain
- You have accessBond Portfolio Optimization in the Presence of Duration ConstraintsRomain Deguest, Frank Fabozzi, Lionel Martellini and Vincent MilhauThe Journal of Fixed Income Summer 2018, 28 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2018.1.061
F
Fabozzi, Frank
- You have accessBond Portfolio Optimization in the Presence of Duration ConstraintsRomain Deguest, Frank Fabozzi, Lionel Martellini and Vincent MilhauThe Journal of Fixed Income Summer 2018, 28 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2018.1.061
Fridson, Martin
- You have accessSolving the Spread Curve PuzzleMartin Fridson, Yaxian Li and Kai ZhaoThe Journal of Fixed Income Summer 2018, 28 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2018.28.1.038
G
Goodman, Laurie S.
- You have accessWhat Fueled the Financial Crisis? An Analysis of the Performance of Purchase and Refinance LoansLaurie S. Goodman and Jun ZhuThe Journal of Fixed Income Summer 2018, 28 (1) 27-37; DOI: https://doi.org/10.3905/jfi.2018.28.1.027
K
Kon, Stanley J.
- Open AccessEditor’s LetterStanley J. KonThe Journal of Fixed Income Summer 2018, 28 (1) 1; DOI: https://doi.org/10.3905/jfi.2018.28.1.001
L
Laborda, Ricardo
- You have accessInterest Rate Future Quality Options and Negative Interest RatesAlejandro Balbás and Ricardo LabordaThe Journal of Fixed Income Summer 2018, 28 (1) 61-73; DOI: https://doi.org/10.3905/jfi.2018.28.1.061
Lai, Van Son
- You have accessCAT Bond Spreads via HARA Utility and Nonparametric TestsDenis-Alexandre Trottier, Van Son Lai and Anne-Sophie CharestThe Journal of Fixed Income Summer 2018, 28 (1) 75-99; DOI: https://doi.org/10.3905/jfi.2018.1.062
Li, Yaxian
- You have accessSolving the Spread Curve PuzzleMartin Fridson, Yaxian Li and Kai ZhaoThe Journal of Fixed Income Summer 2018, 28 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2018.28.1.038
M
Martellini, Lionel
- You have accessBond Portfolio Optimization in the Presence of Duration ConstraintsRomain Deguest, Frank Fabozzi, Lionel Martellini and Vincent MilhauThe Journal of Fixed Income Summer 2018, 28 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2018.1.061
Milhau, Vincent
- You have accessBond Portfolio Optimization in the Presence of Duration ConstraintsRomain Deguest, Frank Fabozzi, Lionel Martellini and Vincent MilhauThe Journal of Fixed Income Summer 2018, 28 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2018.1.061
P
Parnes, Dror
- You have accessObserved Leniency among the Credit Rating AgenciesDror ParnesThe Journal of Fixed Income Summer 2018, 28 (1) 48-60; DOI: https://doi.org/10.3905/jfi.2018.28.1.048
T
Trottier, Denis-Alexandre
- You have accessCAT Bond Spreads via HARA Utility and Nonparametric TestsDenis-Alexandre Trottier, Van Son Lai and Anne-Sophie CharestThe Journal of Fixed Income Summer 2018, 28 (1) 75-99; DOI: https://doi.org/10.3905/jfi.2018.1.062
Z
Zhao, Kai
- You have accessSolving the Spread Curve PuzzleMartin Fridson, Yaxian Li and Kai ZhaoThe Journal of Fixed Income Summer 2018, 28 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2018.28.1.038
Zhu, Jun
- You have accessWhat Fueled the Financial Crisis? An Analysis of the Performance of Purchase and Refinance LoansLaurie S. Goodman and Jun ZhuThe 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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The Journal of Fixed Income
Vol. 28, Issue 1
Summer 2018