Bond Portfolio Optimization

Bond Portfolio Optimization is a quantitative investment framework that systematically selects and weights fixed-income securities within a portfolio to maximize expected returns or minimize risk, subject to specified constraints, thereby distinguishing it from broader asset allocation strategies by its focus on the unique interest rate sensitivity, credit risk, and cash flow characteristics inherent to bonds.

47

Publications

2.3K

Citations

79

Authors

61

Institutions

Publications per year

2017–2026

4

Authors

79

  1. DB
    Dwight B. Crane

    Harvard University, United States

    3 publications · 239 citations

    3

    h-index

  2. HK
    Hiroshi Konno

    Tokyo Institute of Technology, Japan

    3 publications · 231 citations

    3

    h-index

  3. PW
    Peter Winker

    Justus-Liebig-Universität Gießen, Germany

    2 publications · 111 citations

    2

    h-index

  4. FM
    Francesco Menoncin

    University of Brescia, Italy

    2 publications · 99 citations

    2

    h-index

  5. AT
    Andrea Tamoni

    Rutgers, The State University of New Jersey, United States

    2 publications · 46 citations

    2

    h-index

1–5 of 79

Venues

  1. Management Science

    5 publications · 359 citations

    5

    h-index

  2. SSRN Electronic Journal

    Repository · 5 publications · 175 citations

    5

    h-index

  3. The Journal of Portfolio Management

    JPM · 3 publications · 65 citations

    3

    h-index

  4. 2

    h-index

  5. The Journal of Risk

    2 publications · 30 citations

    2

    h-index

1–5