The Maturity of Fixed-Income Assets and Portfolio Risk

被引:2
|
作者
Swedroe, Larry [1 ,2 ]
Grogan, Kevin [1 ]
机构
[1] Buckingham Asset Management LLC, St Louis, MO 63105 USA
[2] Buckingham Asset Management LLC, Res, St Louis, MO USA
来源
JOURNAL OF INVESTING | 2009年 / 18卷 / 04期
关键词
D O I
10.3905/JOI.2009.18.4.107
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:107 / 110
页数:4
相关论文
共 50 条
  • [21] A TEST OF FIXED-INCOME STRATEGIES
    BARNES, T
    JOHNSON, K
    SHANNON, D
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 1984, 10 (02): : 60 - 65
  • [22] Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence
    Balduzzi, Pierluigi
    Moneta, Fabio
    [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 2017, 52 (05) : 1927 - 1950
  • [23] Risk and return in fixed-income arbitrage: Nickels in front of a steamroller?
    Duarte, Jefferson
    Longstaff, Francis A.
    Yu, Fan
    [J]. REVIEW OF FINANCIAL STUDIES, 2007, 20 (03): : 769 - 811
  • [24] Controlling for Fixed-Income Exposure in Portfolio Evaluation: Evidence from Hybrid Mutual Funds
    Comer, George
    Larrymore, Norris
    Rodriguez, Javier
    [J]. REVIEW OF FINANCIAL STUDIES, 2009, 22 (02): : 481 - 507
  • [25] US fixed-income sector allocation
    Iwanowski, RJ
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 1996, 22 (04): : 69 - &
  • [26] SAVINGS AND INVESTING - FIXED-INCOME SECURITIES
    KUCERA, TJ
    [J]. ABSTRACTS OF PAPERS OF THE AMERICAN CHEMICAL SOCIETY, 1985, 190 (SEP): : 8 - PRR
  • [27] Downside risk aversion, fixed-income exposure, and the value premium puzzle
    Baltussen, Guido
    Post, Gerrit T.
    Van Vliet, Pim
    [J]. JOURNAL OF BANKING & FINANCE, 2012, 36 (12) : 3382 - 3398
  • [28] Socially Responsible Fixed-Income Funds
    Derwall, Jeroen
    Koedijk, Kees
    [J]. JOURNAL OF BUSINESS FINANCE & ACCOUNTING, 2009, 36 (1-2) : 210 - 229
  • [29] Fixed-income watch - Time for converts
    Lehmann, R
    [J]. FORBES, 2003, 172 (01): : 134 - 134
  • [30] ESG SCREENING IN THE FIXED-INCOME UNIVERSE
    Alessandrini, Fabio
    Balula, David Baptista
    Jondeau, Eric
    [J]. JOURNAL OF INVESTMENT MANAGEMENT, 2022, 20 (04): : 65 - 86