Managing against the Lehman Brothers MBS index : MBS index prices

von Phelps, Bruce D.
Veröffentlicht in The handbook of mortgage-backed securities (2006)

Managing against the Lehman Brothers MBS index : MBS index returns

von Phelps, Bruce D.
Veröffentlicht in The handbook of mortgage-backed securities (2006)

The aftermath of investment-grade distress

von Edelstein, Ariel
Veröffentlicht in The journal of portfolio management (2012)

Credit spread decomposition : decomposing Bond-Level credit OAS into default and liquidity components

von Dastidar, Siddhartha G.
Veröffentlicht in The journal of portfolio management (2011)

Capturing credit spread premium

von Ng, Kwok-yuen
Veröffentlicht in Financial analysts' journal (2011)

Electronic trading, market structure and liquidity

von Massimb, Marcel N.
Veröffentlicht in Financial analysts' journal (1994)

Using treasury bond futures to enhance total return

von Samorajski, Gregory S.
Veröffentlicht in Financial analysts' journal (1990)

The hunt for a low-risk anomaly in the USD corporate bond market

von Ng, Kwok Yuen
Veröffentlicht in The journal of portfolio management (2015)

Liability-based benchmarks

von Dynkin, Lev
Veröffentlicht in Advanced bond portfolio management (2006)

Quantitative portfolio strategy : including US MBS in global treasury portfolios

von Dynkin, Lev
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Quantitative portfolio strategy : including US MBS in global treasury portfolios

von Dynkin, Lev
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Measuring bond-level liquidity

von Konstantinovsky, Vadim
Veröffentlicht in The journal of portfolio management (2016)

Credit risk premium : measurement, interpretation and portfolio allocation

von Gabudean, Radu C.
Veröffentlicht in Modern multi-factor analysis of bond portfolios (2016)

Quantitative credit portfolio management : new techniques for alpha capture

Veröffentlicht 2012

Quantitative management of bond portfolios

Veröffentlicht 2007