Weathered for climate risk: a bond investment proposition M De Jong, A Nguyen Financial Analysts Journal 72 (3), 34-39, 2016 | 43 | 2016 |
Value versus growth F Bourguignon, M De Jong Journal of Portfolio Management 29 (4), 71-79, 2003 | 40 | 2003 |
Portfolio optimisation in an uncertain world M de Jong Journal of Asset Management 19 (4), 216-221, 2018 | 13 | 2018 |
ESG and impact investing M de Jong, S Rocco Journal of Asset Management 23 (7), 547-549, 2022 | 10 | 2022 |
Traditional and alternative factors in investment grade corporate bond investing M Ben Slimane, M De Jong, JM Dumas, H Fredj, T Sekine, M Srb Work. Pap, 78-2018, 2019 | 8 | 2019 |
Bond Liquidity Scores MB Slimane, M de Jong The Journal of Fixed Income 27 (1), 77, 2017 | 8 | 2017 |
Fundamental indexation for bond markets M de Jong, H Wu The Journal of Risk Finance 15 (3), 264-274, 2014 | 7 | 2014 |
The market risk of corporate bonds M De Jong, FJ Fabozzi Journal of Portfolio Management 46 (2), 92-105, 2020 | 6 | 2020 |
The Rocky Ride of Break-even-inflation rates G Cette, M De Jong Banque de France Working Paper, 2009 | 5 | 2009 |
From ad hoc bond-risk measures to variance–covariance forecasts M De Jong, FJ Fabozzi The Journal of Fixed Income 30 (4), 6-16, 2021 | 4 | 2021 |
A fundamental bond index including solvency criteria M de Jong, L Stagnol Journal of Asset Management 17 (4), 280-294, 2016 | 4 | 2016 |
Emerging Markets Debt Securities: A Literature Review. M De Jong, FJ Fabozzi Journal of portfolio management 48 (8), 2022 | 3 | 2022 |
The art of tracking corporate bond indices L Gouzilh, M de Jong, T Lebaupain, H Wu Working paper, 2014 | 3 | 2014 |
Breakeven inflation rates and their puzzling correlation relationships G Cette, M De Jong Applied Economics 45 (18), 2579-2585, 2013 | 3 | 2013 |
Market-implied inflation and growth rates adversely affected by the Brent G Cette, M De Jong Journal of Asset Management 14 (3), 133-139, 2013 | 3 | 2013 |
The importance of being value F Bourguignon, M De Jong Journal of Portfolio Management 32 (3), 74, 2006 | 3 | 2006 |
The Capital-Protection Capacity of Emerging Markets Inflation-Linked Bonds M de Jong, L Swinkels The Journal of Portfolio Management 48 (8), 127-138, 2022 | 2 | 2022 |
The covariance matrix between real assets M de Jong Journal of Portfolio Management 45 (1), 85-95, 2018 | 2 | 2018 |
The Covariance Structure between Liquid and Illiquid Assets. M de Jong Journal of Portfolio Management 48 (3), 2022 | 1 | 2022 |
Multiple alpha sources and portfolio design M de Jong, D diBartolomeo Journal of Asset Management 22, 389-390, 2021 | 1 | 2021 |