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Journal of Indexes: Fixing Fixed Income

January/February 2012
Editor's Note
Articles

A Review Of Alternative Approaches To Fixed-Income Indexing

by Charles Thomas and Donald Bennyhoff

Can market-cap weighting be improved upon?

A Fundamentally Weighted Broad-Based Fixed-Income Index

by Shane Shepherd

An alternative bond investing paradigm

Market-Implied Default Probabilities And Credit Indexes

by Terry Benzschawel, Cheng-Yen Lee, Brent Hawker and David Craft

Weighting issuers in bond indexes by risk of default

Optimizing Fixed-Income Index Funds

by Stephen Laipply and Christopher Woida

Trade-offs in portfolio construction and management

Rethinking The Barclays Aggregate As An Investment

by Rich Wiggins

The popular benchmark comes with some drawbacks

Bond Indexing Ripe For A Renaissance?

by David Krein and John Prestbo

As demand from investors for fixed-income investments grows, so too do opportunities for index providers

Bespoke Investing

by David Blitzer

When the lines between asset classes begin to blur

Perspectives On Fixed-Income Index Design

by Brian Upbin

Comparing market-value-weighted benchmarks with other bond index design alternatives

Not Quite Rocket Science

by Heather Bell

Solving the Greek debt crisis