Total Return and Credit Spread Diversification in International Bond Portfolios

SSRN Electronic Journal ◽

10.2139/ssrn.963762 ◽

2007 ◽

Cited By ~ 1

Author(s):

Simone Varotto

Keyword(s):

Credit Spread ◽

Bond Portfolios

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Modifying Risk and Return in Managing Bond Portfolios

ICFA Continuing Education Series ◽

10.2469/cp.v1983.n2.7 ◽

1983 ◽

Vol 1983 (2) ◽

pp. 90-94

Author(s):

Stephen A. Ross

Keyword(s):

Risk And Return ◽

Bond Portfolios

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Horizon Annuity: Linking the Growth and Payout Phases of Long-Term Bond Portfolios

Financial Analysts Journal ◽

10.2469/faj.v35.n3.68 ◽

1979 ◽

Vol 35 (3) ◽

pp. 68-74

Author(s):

Martin L. Leibowitz

Keyword(s):

Bond Portfolios

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Credit Spread Widening Risk in Portfolios: Pricing Techniques and Sensitivity Measures

SSRN Electronic Journal ◽

10.2139/ssrn.1088965 ◽

2007 ◽

Author(s):

Aldo Letizia

Keyword(s):

Credit Spread

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Leverage Choice and Credit Spread Dynamics When Managers Risk Shift

SSRN Electronic Journal ◽

10.2139/ssrn.1343725 ◽

2009 ◽

Cited By ~ 1

Author(s):

Murray D. Carlson ◽

Ali Lazrak

Keyword(s):

Credit Spread ◽

Spread Dynamics

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The Equity-Smile and Credit-Spread Puzzles: Are They One and the Same?

SSRN Electronic Journal ◽

10.2139/ssrn.1568734 ◽

2010 ◽

Cited By ~ 2

Author(s):

Gordon Gemmill ◽

Yiran Yang

Keyword(s):

Credit Spread

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Vulnerability of Risk Management Systems in Credit Spread Widening Scenarios

SSRN Electronic Journal ◽

10.2139/ssrn.1577570 ◽

2010 ◽

Cited By ~ 1

Author(s):

Aldo Letizia

Keyword(s):

Risk Management ◽

Credit Spread ◽

Management Systems

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Credit Spread Widening Risk and its Effects on Banks' Economic Capital

SSRN Electronic Journal ◽

10.2139/ssrn.1800584 ◽

2010 ◽

Author(s):

Aldo Letizia

Keyword(s):

Economic Capital ◽

Credit Spread

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Managing the Risks of Corporate Bond Portfolios: New Evidence in the Light of the Sub‐Prime Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.2002040 ◽

2012 ◽

Cited By ~ 3

Author(s):

Giovanni Barone-Adesi ◽

Nicola Carcano ◽

Hakim Dall'O

Keyword(s):

Corporate Bond ◽

Bond Portfolios ◽

New Evidence

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Optimal Capital Structure and Credit Spread under Partial Information

SSRN Electronic Journal ◽

10.2139/ssrn.2268514 ◽

2012 ◽

Author(s):

Jinqiang Yang ◽

Juan Peng

Keyword(s):

Capital Structure ◽

Partial Information ◽

Credit Spread ◽

Optimal Capital Structure ◽

Optimal Capital

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Equity Trading Activity and Credit Spread Shock

SSRN Electronic Journal ◽

10.2139/ssrn.2331698 ◽

2013 ◽

Author(s):

Vichet Sum

Keyword(s):

Credit Spread ◽

Trading Activity ◽

Equity Trading

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