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The Journal of Portfolio Management

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Portfolio Risk Consequences of Fixed-Income Exposures

Geoff Warren
The Journal of Portfolio Management Summer 2009, 35 (4) 52-59; DOI: https://doi.org/10.3905/JPM.2009.35.4.052
Geoff Warren
is the director of Capital Markets Research (Australasia) at Russell Investments in Sydney, Australia.
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Article Information

vol. 35 no. 4 52-59
DOI 
https://doi.org/10.3905/JPM.2009.35.4.052

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online July 31, 2009.

Copyright & Usage 
© 2009 Institutional Investor, Inc.

Author Information

  1. Geoff Warren
    1. is the director of Capital Markets Research (Australasia) at Russell Investments in Sydney, Australia. (gwarren{at}russell.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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The Journal of Portfolio Management: 35 (4)
The Journal of Portfolio Management
Vol. 35, Issue 4
Summer 2009
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Portfolio Risk Consequences of Fixed-Income Exposures
Geoff Warren
The Journal of Portfolio Management Jul 2009, 35 (4) 52-59; DOI: 10.3905/JPM.2009.35.4.052

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Portfolio Risk Consequences of Fixed-Income Exposures
Geoff Warren
The Journal of Portfolio Management Jul 2009, 35 (4) 52-59; DOI: 10.3905/JPM.2009.35.4.052
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  • Article
    • Abstract
    • DIFFERING PERSPECTIVES AND RISK DRIVERS
    • INTEREST RATE EXPOSURE AND PORTFOLIO RISK
    • CREDIT EXPOSURE AND PORTFOLIO RISK
    • AGENCY PROBLEMS
    • BETTER PORTFOLIO DESIGN
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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