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Quantitative Management of Bond Portfolios

1, 2020

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Circulating angiopoietins-1 and -2, angiopoietin receptor Tie-2 and vascular endothelial growth factor-A as biomarkers of acute myocardial infarction: a prospective nested case-control study

BMC cardiovascular disorders, 2011-06, Vol.11 (1), p.31-31, Article 31

2011

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The Hunt for a Low-Risk Anomaly in the USD Corporate Bond Market

Journal of portfolio management, 2015-09, Vol.42 (1), p.63-84

2015

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Testing Strategy To Identify Cases of Acute Hepatitis C Virus (HCV) Infection and To Project HCV Incidence Rates

Journal of Clinical Microbiology, 2008-02, Vol.46 (2), p.499-506

2008

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Seroreversion in Subjects Receiving Antiretroviral Therapy during Acute/Early HIV Infection

Clinical infectious diseases, 2006-03, Vol.42 (5), p.700-708

2006

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Measuring Bond-Level Liquidity

Journal of portfolio management, 2016-06, Vol.42 (4), p.116-128

2016

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Hepatitis C Virus Seroconversion among Young Injection Drug Users: Relationships and Risks

The Journal of infectious diseases, 2002-12, Vol.186 (11), p.1558-1564

2002

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Hepatitis C Virus Infection among Prisoners in the California State Correctional System

Clinical infectious diseases, 2005-07, Vol.41 (2), p.177-186

2005

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The Aftermath of Investment-Grade Distress

Journal of portfolio management, 2012-10, Vol.39 (1), p.30-45

2012

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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

1. Aufl., 2011

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Capturing Credit Spread Premium

Financial analysts journal, 2011-05, Vol.67 (3), p.63-75

2011

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Characterization of prion protein (PrP)-derived peptides that discriminate full-length PrPSc from PrPC

Proceedings of the National Academy of Sciences - PNAS, 2007-07, Vol.104 (28), p.11551-11556

2007

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Credit Spread Decomposition: Decomposing Bond-Level Credit OAS into Default and Liquidity Components

Journal of portfolio management, 2011-03, Vol.37 (3), p.70-84

2011

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A PROGNOSTIC PROTEOMIC BIOMARKER ALGORITHM FOR ACUTE MYOCARDIAL INFARCTION: A KAISER PERMANENTE - ORENTREICH FOUNDATION NESTED CASE-CONTROL STUDY

Journal of the American College of Cardiology, 2010-03, Vol.55 (10), p.A106.E993-A106.E993

2010

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GENETIC FACTORS ASSOCIATED WITH NON-FATAL MYOCARDIAL INFARCTION AND HOSPITALIZED UNSTABLE ANGINA - A MARSHFIELD CLINIC CASE-COHORT STUDY

Journal of the American College of Cardiology, 2010-03, Vol.55 (10), p.A130.E1216-A130.E1216

2010

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Alpha-Beta Recombination: Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?

Journal of portfolio management, 2009, Vol.35 (2), p.80-101

2009

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Assessment of the Target-Capture PCR Hepatitis B Virus (HBV) DNA Quantitative Assay and Comparison with Commercial HBV DNA Quantitative Assays

Journal of Clinical Microbiology, 2004-11, Vol.42 (11), p.5199-5204

2004

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Fluorescence single-molecule counting assays for high-sensitivity detection of cytokines and chemokines

Clinical chemistry (Baltimore, Md.), 2007-11, Vol.53 (11), p.2010-2012

2007

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Design of Novel Conformational and Genotype-Specific Antigens for Improving Sensitivity of Immunoassays for Hepatitis C Virus-Specific Antibodies

Journal of Clinical Microbiology, 2005-08, Vol.43 (8), p.3917-3924

2005

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HCV viral load in anti-HCV-reactive donors and infectivity for their recipients

Transfusion (Philadelphia, Pa.), 2003-10, Vol.43 (10), p.1433-1441

2003

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Impact of HCV 3.0 EIA relative to HCV 2.0 EIA on blood-donor screening

Transfusion (Philadelphia, Pa.), 2003-10, Vol.43 (10), p.1452-1459

2003

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The Hunt For A Low-Risk Anomaly In The USD Corporate Bond Market

Journal of portfolio management, 2015-11, Article jpm.2015.2015.1.057

2015

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Optimal Credit Allocation for Buy-and-Hold Investors

Journal of portfolio management, 2004, Vol.30 (4), p.73-91

2004

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Yield of hepatitis C virus nucleic acid testing among antibody-reactive or confirmed-positive samples

Transfusion (Philadelphia, Pa.), 2005-06, Vol.45 (6), p.1040-1042

2005

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The risk of hepatitis B virus infection by transfusion in Kumasi, Ghana

Blood, 2003-03, Vol.101 (6), p.2419-2425

2003

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Quantitative Management of Bond Portfolios

Circulating angiopoietins-1 and -2, angiopoietin receptor Tie-2 and vascular endothelial growth factor-A as biomarkers of acute myocardial infarction: a prospective nested case-control study

The Hunt for a Low-Risk Anomaly in the USD Corporate Bond Market

Testing Strategy To Identify Cases of Acute Hepatitis C Virus (HCV) Infection and To Project HCV Incidence Rates

Seroreversion in Subjects Receiving Antiretroviral Therapy during Acute/Early HIV Infection

Measuring Bond-Level Liquidity

Hepatitis C Virus Seroconversion among Young Injection Drug Users: Relationships and Risks

Hepatitis C Virus Infection among Prisoners in the California State Correctional System

The Aftermath of Investment-Grade Distress

Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

Capturing Credit Spread Premium

Characterization of prion protein (PrP)-derived peptides that discriminate full-length PrPSc from PrPC

Credit Spread Decomposition: Decomposing Bond-Level Credit OAS into Default and Liquidity Components

A PROGNOSTIC PROTEOMIC BIOMARKER ALGORITHM FOR ACUTE MYOCARDIAL INFARCTION: A KAISER PERMANENTE - ORENTREICH FOUNDATION NESTED CASE-CONTROL STUDY

GENETIC FACTORS ASSOCIATED WITH NON-FATAL MYOCARDIAL INFARCTION AND HOSPITALIZED UNSTABLE ANGINA - A MARSHFIELD CLINIC CASE-COHORT STUDY

Alpha-Beta Recombination: Can Synthetic Fixed Income Compete with Traditional Long-Only Managers?

Assessment of the Target-Capture PCR Hepatitis B Virus (HBV) DNA Quantitative Assay and Comparison with Commercial HBV DNA Quantitative Assays

Fluorescence single-molecule counting assays for high-sensitivity detection of cytokines and chemokines

Design of Novel Conformational and Genotype-Specific Antigens for Improving Sensitivity of Immunoassays for Hepatitis C Virus-Specific Antibodies

HCV viral load in anti-HCV-reactive donors and infectivity for their recipients

Impact of HCV 3.0 EIA relative to HCV 2.0 EIA on blood-donor screening

The Hunt For A Low-Risk Anomaly In The USD Corporate Bond Market

Optimal Credit Allocation for Buy-and-Hold Investors

Yield of hepatitis C virus nucleic acid testing among antibody-reactive or confirmed-positive samples

The risk of hepatitis B virus infection by transfusion in Kumasi, Ghana

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