{"title":"[Introduction]","authors":"","doi":"10.2307/j.ctvw04cxt.7","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.7","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124124837","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Evaluating Measures of MBS Duration","authors":"","doi":"10.2307/j.ctvw04cxt.31","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.31","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"151 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121258812","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Hedging Debt with Equity","authors":"","doi":"10.2307/j.ctvw04cxt.50","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.50","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125365796","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Currency-Hedged Returns in Fixed-Income Indices","authors":"","doi":"10.2307/j.ctvw04cxt.46","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.46","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124939019","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Portfolio Yields and Durations","authors":"","doi":"10.2307/j.ctvw04cxt.44","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.44","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125095189","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Value of Skill in Macro Strategies for Global Fixed-Income Investing","authors":"","doi":"10.2307/j.ctvw04cxt.9","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.9","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131622192","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"[Introduction]","authors":"","doi":"10.2307/j.ctvw04cxt.39","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.39","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"95 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132726640","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"[Introduction]","authors":"","doi":"10.2307/j.ctvw04cxt.11","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.11","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134474657","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"NOTE ON AUTHORSHIP","authors":"","doi":"10.2307/j.ctvw04cxt.5","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.5","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"3 4","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141202914","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Effect of Security Selection Skill on Optimal Sector Allocation","authors":"","doi":"10.2307/j.ctvw04cxt.37","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.37","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131117796","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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