“CFA Institute Investment Series: Fixed Income Analysis – Third Edition,” Fixed Income Portfolio Management, H. Gifford Fong and Larry D. Guin, John, Wiley (2015) ch 11.
“CFA institute Investment Series: Managing Investment Portfolios A Dynamic Process,” Fixed Income Portfolio Management, H. Gifford Fong and Larry D. Guin, John, Wiley (2006), ch. 6.
“Impact of Correlated Default Risk on Credit Portfolios,” H. Gifford Fong, Sanjiv R. Das and Gary Geng, Journal of Fixed Income, (December 2001).
“Simply Credit: Useful Things to Know about Correlated Default Risk,” H. Gifford Fong, Sanjiv R. Das, Laurence Freed, Gary Geng and Nikunj Kapadia, Merrill Lynch Extra Credit, (November/December 2001).
“Multidimensional Risk,” H. Gifford Fong, Derivatives Strategy (October 1996).
“Asset Allocation in a Taxable Environment: The Case of Nuclear Decommissioning Trusts,” H. Gifford Fong, James P. Meehan and Daihyun Yoo, Financial Analysis Journal (November/December 1993).
“Fixed-Income Volatility Management: A New Approach to Return and Risk Analyses in Fixed-Income Management,” H. Gifford Fong and Oldrich Vasicek, The Journal of Portfolio Management (Summer, 1991), 41-46.
“Fixed-Income Portfolio Performance: Analyzing Sources of Return,” H. Gifford Fong, Charles Pearson, Oldrich Vasicek, and Theresa Conroy, The Handbook of Fixed Income Securities edited by Frank Fabozzi, (1991), ch. 48, 1029-1035.
“The Paradox of Quantitative Innovation,” H. Gifford Fong, Financial Analyst Journal (July - August, 1989), 3-4.
“Why Bond Management Will Never be the Same,” H. Gifford Fong, Investing (Summer, 1989).
“Forecast-Free International Asset Allocation,” H. Gifford Fong and Oldrich Vasicek, Financial Analyst Journal, (March / April, 1989), 29-33.
“Achieving the Best Return in Asset Allocation Without Forecasting,” H. Gifford Fong and Oldrich Vasicek, Asset Allocation, A Handbook of Portfolio Policies, Strategies and Tactics, Probus Publishing Company, (1988).
“The Valuation of Mortgage-Backed Securities: A Contingent Claims Approach,” H. Gifford Fong, Ki-Young Chung and Eric M.P. Tang, The Handbook of Mortgage-Backed Securities, (1988), ch.30, 833-854.
“Immunized Bond Portfolios in Portfolio Protection,” H. Gifford Fong and Eric M.P. Tang, The Journal of Portfolio Management, (Winter 1988).
“Fixed Income Portfolio Management,” H. Gifford Fong and Frank Fabozzi, Dow Jones - Irwin, 1985.
“How to Enhance Bond Returns with Naive Strategies,” H. Gifford Fong and Frank Fabozzi, The Journal of Portfolio Management (Summer, 1985).
“A Risk Minimizing Strategy for Portfolio Immunization,” H. Gifford Fong and Oldrich A. Vasicek, Journal of Finance, (December, 1984), 1541- 1546.
“Bond Performance: Analyzing Sources of Return.” H. Gifford Fong, Charles Pearson, and Oldrich A. Vasicek, The Journal of Portfolio Management, (Spring, 1983), 46-50.
“The Tradeoff Between Return and Risk in Immunized Portfolios,” H. Gifford Fong and Oldrich Vasicek, Financial Analyst Journal, (September / October, 1983), 3-8.
“Term Structure Modeling Using Exponential Splines,” Oldrich A. Vasicek and H. Gifford Fong, Journal of Finance, (May, 1982), 339-348.
“An Asset Allocation Framework,” H. Gifford Fong, Financial Analyst Journal (Winter, 1980), 58-66.