{"title":"Cost of the No-Leverage Constraint in Duration Timing","authors":"","doi":"10.2307/j.ctvw04cxt.10","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.10","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"34 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":"125361747","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":"Issuer-Capped and Downgrade-Tolerant U.S. Corporate Indices","authors":"","doi":"10.2307/j.ctvw04cxt.22","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.22","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"18 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":"125441024","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":"Tradable Proxy Portfolios for the Lehman Brothers MBS Index","authors":"","doi":"10.2307/j.ctvw04cxt.14","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.14","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"47 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":"122643903","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.29","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.29","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"38 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":"116083054","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.33","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.33","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"71 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":"121030019","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":"CMBS Index Replication","authors":"","doi":"10.2307/j.ctvw04cxt.16","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.16","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"25 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":"124724411","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":"Benchmarks for Asset-Swapped Portfolios","authors":"","doi":"10.2307/j.ctvw04cxt.21","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.21","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"2002 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":"128314909","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":"Insights on Duration and Convexity","authors":"","doi":"10.2307/j.ctvw04cxt.43","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.43","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":"130412521","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":"The Bund-Treasury Trade in Portfolios","authors":"","doi":"10.2307/j.ctvw04cxt.47","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.47","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":"134415653","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":"Empirical Duration of Credit Securities","authors":"","doi":"10.2307/j.ctvw04cxt.48","DOIUrl":"https://doi.org/10.2307/j.ctvw04cxt.48","url":null,"abstract":"","PeriodicalId":280597,"journal":{"name":"Quantitative Management of Bond Portfolios","volume":"97 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":"133598052","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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