Empirical duration of corporate bonds and credit market segmentation

…, L Dynkin, J Hyman, V Konstantinovsky - The Journal of …, 2010 - search.proquest.com
This article provides a unified and coherent treatment of the relation between the analytical
and empirical duration of corporate bonds based on theoretical and empirical evidence. It …
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Measuring bond-level liquidity

V Konstantinovsky, KY Ng… - Journal of Portfolio …, 2016 - search.proquest.com
Market liquidity is important for investors, portfolio managers, and policy makers because it
affects decision making and portfolio performance. Yet, for all its importance, liquidity is …
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Sufficient diversification in credit portfolios

…, J Hyman, V Konstantinovsky - Journal of Portfolio …, 2002 - search.proquest.com
How much diversification is required in an investment-grade credit portfolio to achieve a
desired level of risk relative to a broad credit benchmark? Two approaches to optimal portfolio …
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[BOOK][B] Quantitative management of bond portfolios

V Konstantinovsky, BVE Phelps, A Gould, J Hyman - 2007 - degruyter.com
The practice of institutional bond portfolio management has changed markedly since the late
1980s in response to new financial instruments, investment methodologies, and improved …
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Replicating bond indices with liquid derivatives

…, A Gould, V Konstantinovsky - The Journal of Fixed …, 2006 - search.proquest.com
The scarcity of return in the capital market environment of the past few years has left investors
looking for alternative ways to improve performance. Rising demand for portable alpha …
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[BOOK][B] Quantitative Management of Bond Portfolios

B Phelps, V Konstantinovsky, J Hyman, A Gould… - 2020 - muse.jhu.edu
The practice of institutional bond portfolio management has changed markedly since the late
1980s in response to new financial instruments, investment methodologies, and improved …
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Constant-Duration Mortgage Index.

L Dynkin, J Hyman, V Konstantinovsky - Journal of Fixed Income, 2000 - elibrary.ru
Presents information on a study which proposed a framework for developing performance
benchmarks for duration-stabilized mortgage-backed securities investments. Performance of …
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Tradable Proxy Portfolios for an MBS Index.

L Dynkin, V Konstantinovsky, B Phelps - Journal of Fixed Income, 2001 - elibrary.ru
Tradable Proxy Portfolios for an MBS Index. КОРЗИНА ПОИСК НАВИГАТОР ЖУРНАЛЫ
КНИГИ ПАТЕНТЫ ПОИСК АВТОРЫ ОРГАНИЗАЦИИ КЛЮЧЕВЫЕ СЛОВА РУБРИКАТОР …
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Alpha-Beta Recombination: Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?

B Upbin, V Konstantinovsky… - Journal of Portfolio …, 2009 - search.proquest.com
The authors investigate properties of synthetic fixed-income portfolios created by"
recombining" a synthetic beta exposure with several hedge fund-based alpha sources. The …
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Liquidity and Market Efficiency: Cash Corporates, ETFs, and CDX

V Konstantinovsky, SA Laipply… - The Journal of Index …, 2016 - search.proquest.com
Market efficiency is an important topic for academics and practitioners. The main characteristic
of efficiency is how accurately and quickly asset prices reflect available information. …
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