Tag Archives: Debt Management

Bond Talk on May 23

‏If you’re in Denver on May 23 and you’re interested in the bond market, join us for a QWAFAFEW* talk: Predicting the Supply of Long-Term Bonds.  The talk will be based on a new paper by Mattia Landoni, Chris Cameron, … Continue reading

Posted in Bonds, Economics, Math | Tagged , , , , | Leave a comment

New Paper on Bond Portfolio Dynamics

  Mattia Landoni (SMU Cox School of Business) and I recently completed a paper on bond portfolio dynamics (now under review at an academic journal). We offer a new theory on the evolution of the maturity structures for rolling bond … Continue reading

Posted in Bonds, Economics, Math, Optimization | Tagged , , , | 2 Comments