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Journal articles on the topic 'Income fixed'

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1

Fong, H. Gifford, and Oldrich A. Vasicek. "Fixed–income volatility management." Journal of Portfolio Management 17, no. 4 (July 31, 1991): 41–46. http://dx.doi.org/10.3905/jpm.1991.409345.

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2

Nelson, Frederic A. "Indexing Fixed-Income Investments." ICFA Continuing Education Series 1987, no. 4 (January 1987): 57–63. http://dx.doi.org/10.2469/cp.v1987.n4.11.

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3

Leibowitz, Martin L., Lawrence N. Bader, and Stanley Kogelman. "Global Fixed-Income Investing." Journal of Fixed Income 3, no. 1 (June 30, 1993): 7–18. http://dx.doi.org/10.3905/jfi.1993.408071.

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4

Shen, Shawn, Arom Pathammavong, and Alex Chen. "Fixed-Income Value Factor." Journal of Fixed Income 29, no. 1 (February 14, 2019): 21–43. http://dx.doi.org/10.3905/jfi.2019.1.067.

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5

Brooks, Jordan, Tony Gould, and Scott Richardson. "Active Fixed Income Illusions." Journal of Fixed Income 29, no. 4 (March 4, 2020): 5–19. http://dx.doi.org/10.3905/jfi.2020.1.086.

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6

Iwanowski, Raymond J. "U.S. Fixed-Income Sector Allocation." Journal of Portfolio Management 22, no. 4 (July 31, 1996): 69–91. http://dx.doi.org/10.3905/jpm.1996.409569.

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7

Chance, Don M. "Derivatives in Fixed-Income Portfolios." AIMR Conference Proceedings 1998, no. 4 (June 1998): 28–37. http://dx.doi.org/10.2469/cp.v1998.n4.3.

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8

Asay, Michael R. "Global Fixed Income: Asset Allocation." AIMR Conference Proceedings 2002, no. 1 (March 2002): 42–50. http://dx.doi.org/10.2469/cp.v2002.n1.3170.

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9

Davidson, R. B. "Tax-Savvy Fixed-Income Investing." AIMR Conference Proceedings 2003, no. 5 (February 10, 2003): 80–89. http://dx.doi.org/10.2469/cp.v2003.n5.3324.

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10

Wosepka, Kent. "Alternative Strategies in Fixed Income." CFA Institute Conference Proceedings Quarterly 25, no. 1 (March 2008): 40–46. http://dx.doi.org/10.2469/cp.v25.n1.7.

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11

Warga, Arthur D., and Frank Fabozzi. "Valuation of Fixed Income Securities." Journal of Finance 50, no. 2 (June 1995): 761. http://dx.doi.org/10.2307/2329432.

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12

Mahayni, Antje. "Munk, C: Fixed Income Modelling." Journal of Economics 107, no. 2 (May 26, 2012): 195–97. http://dx.doi.org/10.1007/s00712-012-0290-8.

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13

Derwall, Jeroen, and Kees Koedijk. "Socially Responsible Fixed-Income Funds." Journal of Business Finance & Accounting 36, no. 1-2 (January 2009): 210–29. http://dx.doi.org/10.1111/j.1468-5957.2008.02119.x.

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14

Barnes, Tom. "MARKOWITZ ALLOCATION-FIXED INCOME SECURITIES." Journal of Financial Research 8, no. 3 (September 1985): 181–91. http://dx.doi.org/10.1111/j.1475-6803.1985.tb00401.x.

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15

Deaves, Richard. "Predictable Excess Fixed-Income Returns." Journal of Fixed Income 7, no. 2 (September 30, 1997): 67–76. http://dx.doi.org/10.3905/jfi.1997.408206.

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16

Mahn, Kevin D. "Fixed-Income Indexes and ETFs." Journal of Index Investing 5, no. 4 (February 28, 2015): 63–70. http://dx.doi.org/10.3905/jii.2015.5.4.063.

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17

Brooks, Jordan, Diogo Palhares, and Scott Richardson. "Style Investing in Fixed Income." Journal of Portfolio Management 44, no. 4 (March 25, 2018): 127–39. http://dx.doi.org/10.3905/jpm.2018.44.4.127.

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18

Bernal Alonso, Miguel Ángel, and Javier Santacruz Cano. "Is there overvaluation of fixed income? The Eurozone vs. the US*." AESTIMATIO 11, no. 2015 (2015): 202–21. http://dx.doi.org/10.5605/ieb.11.7.

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19

Magiera, Frank T. "Monetary Policy and Fixed Income Returns." CFA Digest 33, no. 3 (August 2003): 97–98. http://dx.doi.org/10.2469/dig.v33.n3.1347.

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20

Hauser, Shmuel, Miron Rozenkranz, Uri Ben-Zion, and Uzi Yaari. "International Hedge of Fixed-Income Contracts." Journal of Portfolio Management 27, no. 2 (January 31, 2001): 91–100. http://dx.doi.org/10.3905/jpm.2001.319795.

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21

Herold, Ulf, Raimond Maurer, and Nader Purschaker. "Total Return Fixed-Income Portfolio Management." Journal of Portfolio Management 31, no. 3 (April 30, 2005): 32–43. http://dx.doi.org/10.3905/jpm.2005.500351.

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22

Hanson, Samuel, Andrei Shleifer, Jeremy C. Stein, and Robert W. Vishny. "Banks as Patient Fixed Income Investors." Finance and Economics Discussion Series 2014, no. 15 (February 2014): 1–47. http://dx.doi.org/10.17016/feds.2014.15.

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23

Mulvey, John M., and Stavros A. Zenios. "Dynamic Diversification of Fixed Income Portfolios." Financial Analysts Journal 50, no. 1 (January 1994): 30–38. http://dx.doi.org/10.2469/faj.v50.n1.30.

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24

Barnes, Jonathan. "The Future of Fixed-Income Management." CFA Institute Magazine 15, no. 4 (July 2004): 44–45. http://dx.doi.org/10.2469/cfm.v15.n4.2879.

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25

Anderson, Keith. "Using Fixed Income in Hedge Funds." CFA Institute Conference Proceedings Quarterly 23, no. 2 (June 2006): 10–19. http://dx.doi.org/10.2469/cp.v23.n2.4168.

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26

Jordan, Bradford D., and Suresh Sundaresan. "Fixed Income Markets and their Derivatives." Journal of Finance 52, no. 2 (June 1997): 918. http://dx.doi.org/10.2307/2329508.

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27

Johnson, Robert R., Gerald W. Buetow, Gerald R. Jensen, and Frank K. Reilly. "Monetary policy and fixed income returns." Quarterly Review of Economics and Finance 43, no. 1 (January 2003): 133–46. http://dx.doi.org/10.1016/s1062-9769(01)00134-x.

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28

Thiagarajan, Ramu, Douglas J. Peebles, Sonam Leki Dorji, Jiho Han, and Chris Wilson. "Factor Approach to Fixed Income Allocation." Journal of Investing 25, no. 1 (February 29, 2016): 74–84. http://dx.doi.org/10.3905/joi.2016.25.1.074.

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29

Sweeting, P. J. "Pension Schemes and Fixed Income Investment." British Actuarial Journal 10, no. 2 (June 1, 2004): 353–402. http://dx.doi.org/10.1017/s1357321700002853.

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Abstract:
ABSTRACTThe purpose of this paper is to investigate the role that fixed income securities should play in pension scheme investment. In this paper I look at the investment characteristics of the various bond asset classes, including the nature of the income streams produced. I also look at the relationships between the various asset classes and their stability over time. I then look at the usefulness of the asset classes in the context of a pensioner portfolio, considering both capital values and income streams. I look at skew and excess kurtosis in the distributions of asset returns and consider the effect of their existence on the decision making process. Given that most asset models are calibrated using historical data, I do not carry out any modelling and instead analyse past data. Finally, I discuss practical issues that need to be considered, particularly in a United Kingdom context.
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30

Grilli, Luca. "Long-term fixed income market structure." Physica A: Statistical Mechanics and its Applications 332 (February 2004): 441–47. http://dx.doi.org/10.1016/j.physa.2003.10.019.

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31

Fernandez, Robert, and Nicholas Elfner. "ESG Integration in Corporate Fixed Income." Journal of Applied Corporate Finance 27, no. 2 (June 2015): 64–72. http://dx.doi.org/10.1111/jacf.12119.

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32

Kan, Yu S., and A. N. Krasnopol’skaya. "Selection of a fixed-income portfolio." Automation and Remote Control 67, no. 4 (April 2006): 598–605. http://dx.doi.org/10.1134/s0005117906040072.

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33

Bernaschi, Massimo, Luca Grilli, and Davide Vergni. "Statistical analysis of fixed income market." Physica A: Statistical Mechanics and its Applications 308, no. 1-4 (May 2002): 381–90. http://dx.doi.org/10.1016/s0378-4371(02)00590-3.

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34

Kung, James J. "Dynamic strategies for fixed-income investment." Applied Economics 40, no. 10 (May 2008): 1341–54. http://dx.doi.org/10.1080/00036840600771304.

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35

Alini, Eric J., Peter J. Elmer, and Frank Raiter. "Principles of Fixed-Income Securities Auctions." Journal of Fixed Income 5, no. 1 (June 30, 1995): 51–60. http://dx.doi.org/10.3905/jfi.1995.408133.

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36

White, James, and Kathleen Lenarcic. "A New Institutional Fixed-Income Security." Journal of Fixed Income 9, no. 2 (September 30, 1999): 80–87. http://dx.doi.org/10.3905/jfi.1999.319263.

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37

Chin, Andrew, and Wenxuan Tang. "Factor Timing in Fixed-Income Strategies." Journal of Fixed Income 30, no. 2 (March 21, 2020): 62–75. http://dx.doi.org/10.3905/jfi.2020.1.092.

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38

Hanson, Samuel G., Andrei Shleifer, Jeremy C. Stein, and Robert W. Vishny. "Banks as patient fixed-income investors." Journal of Financial Economics 117, no. 3 (September 2015): 449–69. http://dx.doi.org/10.1016/j.jfineco.2015.06.015.

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39

Sullivan, Christopher J. "Hedging and Replication of Fixed-Income Portfolios." CFA Digest 32, no. 4 (November 2002): 22–24. http://dx.doi.org/10.2469/dig.v32.n4.1158.

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40

Sullivan, Edgar J. "Risk in Fixed-Income Hedge Fund Styles." CFA Digest 33, no. 2 (May 2003): 3–4. http://dx.doi.org/10.2469/dig.v33.n2.1251.

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41

Anthony, Robert N. "How to measure fixed-income performance correctly." Journal of Portfolio Management 11, no. 2 (January 31, 1985): 61–65. http://dx.doi.org/10.3905/jpm.1985.408993.

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42

Lotruglio, Anthony F. "How to measure fixed-income performance correctly." Journal of Portfolio Management 12, no. 2 (January 31, 1986): 87–88. http://dx.doi.org/10.3905/jpm.1986.409039.

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43

Kennedy, Brain A. "How to measure fixed-income performance correctly." Journal of Portfolio Management 12, no. 2 (January 31, 1986): 84–86. http://dx.doi.org/10.3905/jpm.1986.409045.

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44

Kahn, Ronald N. "Fixed-Income Risk Modeling in the 1990s." Journal of Portfolio Management 22, no. 1 (October 31, 1995): 94–101. http://dx.doi.org/10.3905/jpm.1995.409542.

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45

Warren, Geoff. "Portfolio Risk Consequences of Fixed-Income Exposures." Journal of Portfolio Management 35, no. 4 (July 31, 2009): 52–59. http://dx.doi.org/10.3905/jpm.2009.35.4.052.

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46

Leibowitz, Martin L., Lawrence N. Bader, and Stanley Kogelman. "Global Fixed-Income Investments: The Persistence Effect." Financial Analysts Journal 51, no. 2 (March 1995): 35–41. http://dx.doi.org/10.2469/faj.v51.n2.1879.

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47

Sorensen, Carsten. "Dynamic Asset Allocation and Fixed Income Management." Journal of Financial and Quantitative Analysis 34, no. 4 (December 1999): 513. http://dx.doi.org/10.2307/2676232.

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48

Rosenberg, Michael. "Hedging a Non-Dollar Fixed-Income Portfolio." ICFA Continuing Education Series 1989, no. 5 (January 1989): 33–38. http://dx.doi.org/10.2469/cp.v1989.n5.7.

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49

Fuss, Daniel J. "Fixed-Income Management: Past, Present, and Future." AIMR Conference Proceedings 2001, no. 1 (March 2001): 4–10. http://dx.doi.org/10.2469/cp.v2001.n1.3061.

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50

Flood, Eugene. "Key Trends in Fixed-Income Investment Management." AIMR Conference Proceedings 2002, no. 1 (March 2002): 19–25. http://dx.doi.org/10.2469/cp.v2002.n1.3167.

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