Dr. Kalotay speaks about analytics to meet the unique challenges in managing municipal bonds at the Investortools User Forum.
Dr. Kalotay explored Optimal Tax Management of Municipal Bonds at the 3rd Annual Fixed Income Conference hosted by the Darla Moore School of Business, University of South Carolina.
Dr. Kalotay explored Interest Rate Sensitivity of Tax-Exempt Bonds Under Tax-Neutral Valuation at the Municipal Bond Buyers Conference in Boca Raton, FL. See related paper here.
Dr. Kalotay discussed the incorporation of taxes into the OAS-based bond valuation technique which provides better prices and interest rate risk measures. See event page here.