The Shrinkage Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection
M Levy, R Roll - The Journal of Investing, 2023 - pm-research.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …
than 900 articles have been published in the journal since then, educating market …
A Pull-to-Par Binomial Model for Pricing Options on Bonds.
MJ Tomas III, J Yu - Journal of Derivatives, 2023 - search.ebscohost.com
We present a tree-based approach to the Pull-to-Par model for call options on zero-coupon
bonds presented in Tomas and Yu (2021). The binomial approach presented is a simple …
bonds presented in Tomas and Yu (2021). The binomial approach presented is a simple …
Contributions of The Journal of Fixed Income to Fixed-Income Analytics.
FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …
than 900 articles have been published in the journal since then, educating market …