The Journal of Fixed Income

Common Factors Affecting Bond Returns

Robert B. Litterman, José Scheinkman · 1991 · 1.9K citations

Business, Economics, Finance +12

On Default Correlation

David X. Li · 2000 · 1.3K citations

Business, Economics, Finance +17

Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

Ren‐Raw Chen, Louis O. Scott · 1993 · 592 citations

Business, Economics, Finance +16

Asset Allocation

Fischer Black, Robert B. Litterman · 1991 · 490 citations

Business, Economics, Finance +13

Determinants and Impact of Sovereign Credit Ratings

Richard Cantor, Frank Packer · 1996 · 451 citations

Business, Finance, International Economics +16