Has edited The Journal of Portfolio Management since 1986 and written or edited many finance books, three with Nobel laureates Franco Modigliani and Harry Markowitz; taught at Yale and MIT.
Johns Hopkins Carey Business SchoolThe Journal of Portfolio Management
The handbooks define how bond, mortgage and preferred-stock markets are measured: cash-flow mechanics, duration and convexity, credit structures, and the pricing conventions desks actually use. Practitioners and CFA candidates work through these volumes to value and hedge the instruments the equity literature skips.
11 books of their own · 108 articles · 1 appearance
The standard reference on every kind of bond, its analysis and its management.
The standard text on bonds: instruments, valuation, risk and portfolio strategy.
The CFA Institute's fixed-income text: bond valuation, risk and analysis.
Portfolio insurance, optimisation, surplus management and tactical asset allocation.
A reference on municipal bonds: credit analysis, structures and analytics.
Essays on inflation-indexed bonds, written as the US TIPS market opened.
A handbook chapter on nonconvertible preferred stock as a fixed-income security.
Academic essays on how short selling works and what the evidence shows.
Lease structures, residual values and tax treatment of equipment leasing.
High-yield bonds, leveraged loans and the credit derivatives written on them.
The Handbook of Fixed Income Securities | The standard reference on every kind of bond, its analysis and its management. | 1983 | T2 | – |
Bond Markets, Analysis, and Strategies | The standard text on bonds: instruments, valuation, risk and portfolio strategy. | 1989 | T2 | – |
Fixed Income Analysis | The CFA Institute's fixed-income text: bond valuation, risk and analysis. | 2007 | T2 | – |
| Asset Allocation: A Handbook of Portfolio Policies, Strategies and Tactics | – | 1988 | T2 | – |
Active Asset Allocation: State-of-the-Art Portfolio Policies, Strategies & Tactics | Portfolio insurance, optimisation, surplus management and tactical asset allocation. | 1992 | T2 | – |
The Handbook of Municipal Bonds | A reference on municipal bonds: credit analysis, structures and analytics. | 2008 | T2 | – |
Handbook of Inflation Indexed Bonds | Essays on inflation-indexed bonds, written as the US TIPS market opened. | 1999 | T2 | – |
Nonconvertible Preferred Stock | A handbook chapter on nonconvertible preferred stock as a fixed-income security. | 2010 | T2 | – |
Short Selling | Academic essays on how short selling works and what the evidence shows. | 2004 | T2 | – |
Equipment Leasing | Lease structures, residual values and tax treatment of equipment leasing. | 2000 | T2 | – |
Leveraged Finance | High-yield bonds, leveraged loans and the credit derivatives written on them. | 2009 | T3 | – |