Impact of Correlated Default Risk on Credit Portfolios

Journal of Fixed Income, (December 2001), Sanjiv R. Das, H. Gifford Fong and Gary Geng


Simply Credit: Useful Things to Know about Correlated Default Risk

Merrill Lynch Extra Credit, (November/December 2001), Sanjiv R. Das, H. Gifford Fong, Laurence Freed, Gary Geng and Nikunj Kapadia.


A Multi-Dimensional Framework for Risk Analysis

Financial Analysis Journal (July/August 1997), H. Gifford Fong and Oldrich Vasicek


Derivatives Strategy (October 1996), H.Gifford Fong

Multidimensional Risk


The Journal of Portfolio Management (Fall 1995), James P. Meehan, Daihyun Yoo and H. Gifford Fong

Taxable Asset Allocation with Varying Market Risk Premiums


Probus Publishing Company (1994), H. Gifford Fong and Frank J. Fabozzi

Advanced Fixed Income Portfolio Management


Financial Analysis Journal (November/December 1993), James P. Meehan, Daihyun Yoo and H. Gifford Fong

Asset Allocation in a Taxable Environment: The Case of Nuclear Decommissioning Trusts


The Journal of Portfolio Management (Summer 1991), H. Gifford Fong and Oldrich Vasicek

Fixed-Income Volatility Management


Financial Analyst Journal (July/August 1989), H. Gifford Fong

The Paradox of Quantitative Innovation


Why Bond Management Will Never be the Same

Investing (Summer, 1989), H. Gifford Fong


Financial Analyst Journal (March/April, 1989), H. Gifford Fong and Oldrich Vasicek

Forecast-Free International Asset Allocation


Dow Jones-Irwin (1985), H. Gifford Fong and Frank J. Fabozzi

Fixed Income Portfolio Management


Journal of Finance (December 1984), H. Gifford Fong

A Risk Minimizing Strategy for Portfolio Immunization


Financial Analyst Journal (September/October, 1983), H. Gifford Fong and Oldrich Vasicek

The Tradeoff Between Return and Risk in Immunized Portfolios


The Journal of Portfolio Management (Spring, 1983), H. Gifford Fong, Charles Pearson and Oldrich Vasicek

Bond Performance: Analyzing Sources of Return


Journal of Finance (May, 1982), Oldrich Vasicek and H. Gifford Fong

Term Structure Modeling Using Exponential Splines


The Journal of Portfolio Management (Winter, 1980), H. Gifford Fong

An Asset Allocation Framework