Journal of Indexes: Fixing Fixed Income
January/February 2012
Editor's Note
A Fresh Angle On Bond Indexing
by Jim Wiandt
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
Perspectives On Fixed-Income Index Design
by Brian Upbin
Comparing market-value-weighted benchmarks with other bond index design alternatives
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