Telescopic Sums: A New Method for Performance Analysis of Bond Portfolios.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 2, p. 88, doi. 10.3905/jfi.1999.319264
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 1999 AND VI 9 AND IP 2
Results: 8
1
2
A New Institutional Fixed-Income Security: Are Bank Loans for You?
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 2, p. 80, doi. 10.3905/jfi.1999.319263
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- Publication type:
- Article
3
Can Non-Negative Interest Rates Grow on Recombining Trees? A New Approach.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 2, p. 76, doi. 10.3905/jfi.1999.319262
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- Publication type:
- Article
4
Measuring the Fallout Risk in the Mortgage Pipeline.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 2, p. 62, doi. 10.3905/jfi.1999.319261
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- Publication type:
- Article
5
Modeling Forward Credit Risk--An Options Approach.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 2, p. 54, doi. 10.3905/jfi.1999.319260
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- Publication type:
- Article
6
Credit Risk, Interest Rate Risk, and the Business Cycle.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 2, p. 42, doi. 10.3905/jfi.1999.319259
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- Publication type:
- Article
7
Risk Premiums in the JGB Market and Application to Investment Strategies.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 2, p. 20, doi. 10.3905/jfi.1999.319258
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- Publication type:
- Article
8
The Determinants of Expected Returns on Mortgage-Backed Securities: An Empirical Analysis of Option-Adjusted Spreads.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 2, p. 8, doi. 10.3905/jfi.1999.319257
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- Publication type:
- Article