Quantitative Management of Credit Portfolios

Arik Ben Dor; Albert Desclée; Lev Dynkin; Jay Hyman; Jeff Meli; Simon Polbennikov

doi:10.3905/jfi.2022.1.144

Quantitative Management of Credit Portfolios

Arik Ben Dor, Albert Desclée, Lev Dynkin, Jay Hyman, Jeff Meli and Simon Polbennikov

The Journal of Fixed Income 30th Anniversary Special Issue 2022, 32 (2) 93-141; DOI: https://doi.org/10.3905/jfi.2022.1.144

Arik Ben Dor

is a managing director in the Quantitative Portfolio Strategy group at Barclays in New York, NY

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Albert Desclée

is a managing director in the Quantitative Portfolio Strategy group at Barclays in London, UK

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Lev Dynkin

is head of Quantitative Portfolio Strategy at Barclays in New York, NY

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Jay Hyman

is a managing director in the Quantitative Portfolio Strategy group at Barclays in Tel Aviv, Israel

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Jeff Meli

is global head of Research at Barclays in New York, NY

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Simon Polbennikov

is a managing director in the Quantitative Portfolio Strategy group at Barclays in London, UK

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Fixed Income

Vol. 32, Issue 2

30th Anniversary Special Issue 2022

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Fixed Income.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Quantitative Management of Credit Portfolios

Message Subject (Your Name) has sent you a message from The Journal of Fixed Income

Message Body (Your Name) thought you would like to see the The Journal of Fixed Income web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Quantitative Management of Credit Portfolios

Arik Ben Dor, Albert Desclée, Lev Dynkin, Jay Hyman, Jeff Meli, Simon Polbennikov

The Journal of Fixed Income Sep 2022, 32 (2) 93-141; DOI: 10.3905/jfi.2022.1.144

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Quantitative Management of Credit Portfolios

Arik Ben Dor, Albert Desclée, Lev Dynkin, Jay Hyman, Jeff Meli, Simon Polbennikov

The Journal of Fixed Income Sep 2022, 32 (2) 93-141; DOI: 10.3905/jfi.2022.1.144

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

No citing articles found.

Google Scholar

Main menu

User menu

Search

The Journal of Fixed Income

Quantitative Management of Credit Portfolios

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Quantitative Management of Credit Portfolios

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

Stay Connected