Affine Term Structure Models: Applications in Portfolio Optimization and Change Point Detection by Konstantinos Bisiotis, Stelios Psarakis, Athanasios N. Yannacopoulos

“…However, it can be a helpful tool for the construction of fixed-income portfolios. The monitoring of these bond portfolios is of great importance for the investor. …”
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PERSISTENSI KINERJA REKSADANA SAHAM DAN REKSADANA PENDAPATAN TETAP DI INDONESIA by , Albertus Dedy Hartarto, , Dr. Mamduh M. Hanafi, MBA.

“…This study aims to find empirical evidence that there is performance persistence in equity fund and fixed-income funds in Indoneia. The data in this study are all fixed income mutual fund shares are registered in the Bapepam-LK in the period January 2005 - December 2008. …”

Riesgo de mercado en Portafolios mexicanos previo a la crisis COVID-19: Portafolio de renta fija vs Portafolio de capital by Gabriel Alberto Agudelo Torres, Héctor Alonso Olivares Aguayo, Julio Téllez Pérez

“…Market risk in Mexican Portfolios prior to the COVID-19 crisis: Fixed Income Portfolio vs Equity Portfolio The objective of the research is to show the advantages that investments in fixed income portfolios have over capital investments in the study period. …”
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Analisa Komparatif Kinerja Reksadana Pendapatan Tetap Dan Reksadana Terproteksi Berdasarkan Indeks Treynor, Sharpe, Dan Jensen Studi Empiris Tahun 2008-2010 by , Yudhistira, SE., , Irwan Taufiq Ritonga, SE., M.Bus

“…Elections were conducted on five investment managers with the best ratings, each investment manager established two product types of fixed income mutual funds and protection during the period January 2008 - December 2010 From the calculation has been done based on Sharpe's index and Jensen concluded that the fixed-income mutual funds have performance level better than mutual funds protection, while the Treynor index inferred based on mutual protection fund has a better performance level compared with fixed-income mutual funds. …”

DIVERSIFIKASI REKSADANA DI INDONESIA BERDASARKAN METODE REWARD TO DIVERSIFICATION (RDIV) by , Nurasri Diah Sutiawati, , Jogiyanto Hartono M., Prof. Dr., MBA.

“…The writer successfully obtained 25 fixed-income funds, 17 balanced funds and 16 equity funds. …”

Uncertain interest rate modelling by Epstein, D

“…We show how to optimally hedge the interest rate risk of a fixed-income portfolio and price and hedge common and exotic fixed-income products. …”

PENGARUH VARIABEL MAKRO EKONOMI (BI RATE, KURS, HARGA EMAS DAN HARGA MINYAK DUNIA) TERHADAP INDEKS REKSA DANA DI INDONESIA TAHUN 2010 - 2012 by , Jemi Alwan Rinaldi, , Dr. I Wayan Nuka Lantara, M.Si.

“…For return on index fixed income fund, the independent variable has positive impact is gold prices. …”

FAKTOR-FAKTOR YANG BERPENGARUH TERHADAP KINERJAKEUANGAN PEMERINTAH DESA PASCA PENERAPAN UNDANG- UNDANG NOMOR 6 TAHUN 2014 by Retno Astuti Dewi, Wita Ramadhanti, Adi Wiratno

“…Abstract:This research is quantitative research in the village government in the Banyumas Regency.The purpose of this research is to examine the effect of the planning, implementation village account-ing, fixed income, and internal control on the financial performance of village government. …”
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Solution for Islamic Banks Exploitation: A Criticism of Fixed-Yields Based Financing in Indonesia by Muhamad Nafik Hadi Ryandono

“…Therefore, with a critical analytical approach, this study aims to dismantle and look for solution towards exploitation of fixed income-based financing in Indonesian sharia banking. …”
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ANALISIS PENGGUNAAN YIELD SPREAD OBLIGASI UNTUK MENENTUKAN TIMING INVESTASI DI PASAR SAHAM INDONESIA DENGAN MENGGUNAKAN MODEL PROBIT by , Dody Tambunan, , Prof. Dr. Eduardus Tandelilin, MBA.

“…For the short term fixed income securities we used 3- month period as benchmark and for long term fixed income securities we use 5-year, 7- year, 8-year and 10-year period. …”

THE IMPACT OF COUPON PAYMENT FREQUENCY ON BOND DURATION by N. V. Popova

“…The assertions were proved and confirmed by concrete calculations.Theoretical results - proved assertions about the impact of the frequency of coupon payments on duration - can be considered a contribution to the theory of investment in financial instruments with fixed income. The results can be used for the purposes of portfolio and long-term investment.…”
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Dislocation by Liu, Huben

“…Price dislocations are common in fixed-income markets. I propose a dislocation factor (DIS), the first principle of three fixed-income market dislocations, including covered interest parity, on/off the run spread, and treasury noise measure. …”
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The persistence of performance of South African unit trusts by C. Firer, J. P. Beale, M. D. Edwards, J. N. Hendrie, D. C. Scheppening

“…This study examines persistence of performance in South African general equity and fixed income unit trusts over the period January 1989 to December 1999. …”
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Analisis Persistensi Kinerja Reksa Dana di Indonesia Periode 2000-2003 = Persistence Analysis of Performance on Mutuarrunds in Indonesia Period 2000-2003 by Perpustakaan UGM, i-lib

“…This research is conducted towards mutual funds share, fixed income and mixed in Indonesia for period January 2000 until December 2003. …”

Time-varying liquidity in hedge fund returns. by Li, S, Patton, A

“…In contrast, hedge funds in fixed income styles, such as convertible arbitrage or fixed income, exhibit lower liquidity when equity market volatility is high, and when the fund experiences in-flows or out-flows of funds.…”

Exposition to Factors of the Investment Funds Market in Brazil by Cláudia Olímpia Neves Mamede Maestri, Rodrigo Fernandes Malaquias

“…The database consisted of daily returns of 508 funds, out of which 385 are fixed income funds and 123 are Neutral Long & Short multimarket funds, within the period from January 3, 2005, to July 11, 2014. …”
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Is the Future in T-Bond Trading? by Bojkova, Viara

“…Higher rates would enable investors to earn better returns from fixed-income securities and possibly rebalance markets and maturities. …”
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Aspects of manager, portfolio allocation, and fund performance in Brazil by Cláudia Olímpia Neves Mamede Maestri, Rodrigo Fernandes Malaquias

“…It should be noted that portfolio composition (allocation of portfolios into variable income and fixed income) was the most important factor in explaining a potential change in the performance of Brazilian multimarket funds. …”
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ECONOMIC IMPACT OF COVID-19 ON BRAZILIAN ORTHOPEDISTS by GUILHERME AUGUSTO STIRMA, PAULO SANTORO BELANGERO, ALBERTO DE CASTRO POCHINI, CARLOS VICENTE ANDREOLI, BENNO EJNISMAN

“…Conclusion: There was a direct relationship between the professional experience in this subspecialty and a higher percentage of fixed income, as well as a greater impact on the reduction percentage in the monthly budget and a longer time off the job. …”
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Creating custom ETFs and exploring performance versus peers and the iBoxx index by Khattar, Vineet

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