1

Sufficient Diversification in Credit Portfolios

Dynkin, Lev, Hyman, Jay, Konstantinovsky, Vadim
Journal:
The Journal of Portfolio Management
Year:
2002
Language:
english
File:
PDF, 306 KB
english, 2002
2

Measuring Bond-Level Liquidity

Konstantinovsky, Vadim, Ng, Kwok Yuen, Phelps, Bruce D.
Journal:
The Journal of Portfolio Management
Year:
2016
Language:
english
File:
PDF, 1023 KB
english, 2016
3

Tradable Proxy Portfolios for an MBS Index

Dynkin, Lev, Konstantinovsky, Vadim, Phelps, Bruce D
Journal:
The Journal of Fixed Income
Year:
2001
Language:
english
File:
PDF, 205 KB
english, 2001
4

Replicating Bond Indices with Liquid Derivatives

Dynkin, Lev, Gould, Anthony, Konstantinovsky, Vadim
Journal:
The Journal of Fixed Income
Year:
2006
Language:
english
File:
PDF, 1.37 MB
english, 2006
8

Constant-Duration Mortgage Index

Dynkin, Lev, Hyman, Jay, Konstantinovsky, Vadim, Mattu, Ravi K
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 330 KB
english, 2000
9

MBS Index Returns

Dynkin, Lev, Hyman, Jay, Konstantinovsky, Vadim, Roth, Nancy
Journal:
The Journal of Fixed Income
Year:
1999
Language:
english
File:
PDF, 118 KB
english, 1999