Issue Title: 
Highwire: apath: 
/iijfixinc/27/3.atom
Highwire: atom_id: 
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/content/27/3
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/content/vol27/issue3
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iijfixinc
Highwire: pisa_id: 
iijfixinc;27/3
Highwire: pisa_master: 
iijfixinc;27/3
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Dec 22, 2017
First Page: 
1
Issue Number: 
3
Last Page: 
95
Print Publication Date: 
Dec 31, 2017
Slug: 
3
Volume Number: 
27
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:7:{i:0;a:6:{s:7:"heading";s:17:"Editor’s Letter";s:9:"header-id";s:13:"EditorsLetter";s:11:"groupingkey";s:17:"Editor’s Letter";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijfixinc/27/3/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:53:"The Impact of Market Conditions on Bond Fund Managers";s:9:"header-id";s:45:"TheImpactofMarketConditionsonBondFundManagers";s:11:"groupingkey";s:53:"The Impact of Market Conditions on Bond Fund Managers";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijfixinc/27/3/6.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:149:"Intra-Market Correlations in the Bond Markets: <em xmlns="http://www.w3.org/1999/xhtml">Extending Empirical Regularities from the Equity Markets</em>";s:9:"header-id";s:90:"Intra-MarketCorrelationsintheBondMarketsExtendingEmpiricalRegularitiesfromtheEquityMarkets";s:11:"groupingkey";s:103:"Intra-Market Correlations in the Bond Markets: Extending Empirical Regularities from the Equity Markets";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/3/23.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:120:"Yields versus Expected Returns of Corporate Bonds: <em xmlns="http://www.w3.org/1999/xhtml">Some Unexpected Results</em>";s:9:"header-id";s:64:"YieldsversusExpectedReturnsofCorporateBondsSomeUnexpectedResults";s:11:"groupingkey";s:74:"Yields versus Expected Returns of Corporate Bonds: Some Unexpected Results";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/3/37.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:127:"Momentum in the European Corporate Bond Market: <em xmlns="http://www.w3.org/1999/xhtml">The Role of Bond-Specific Returns</em>";s:9:"header-id";s:69:"MomentumintheEuropeanCorporateBondMarketTheRoleofBond-SpecificReturns";s:11:"groupingkey";s:81:"Momentum in the European Corporate Bond Market: The Role of Bond-Specific Returns";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/3/54.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:48:"Standalone Firms, Conglomerates, and Bond Return";s:9:"header-id";s:41:"StandaloneFirmsConglomeratesandBondReturn";s:11:"groupingkey";s:48:"Standalone Firms, Conglomerates, and Bond Return";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/3/72.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:91:"A Robust Decision Support Approach to Portfolio Risk Reduction Based on Credit Default Swap";s:9:"header-id";s:78:"ARobustDecisionSupportApproachtoPortfolioRiskReductionBasedonCreditDefaultSwap";s:11:"groupingkey";s:91:"A Robust Decision Support Approach to Portfolio Risk Reduction Based on Credit Default Swap";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/3/86.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Winter 2018
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
1059-8596
Electronic ISSN: 
2168-8648
Highwire Alternate Title: 
The Journal of Fixed Income: 27 (3)
Last load event: 
Friday, December 22, 2017 - 01:56