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.
Dr. Kalotay discussed the importance of Options When Managing Debt at the 2013 National Association of Independent Financial Advisors Conference.
Dr. Kalotay discussed interest risk management of municipal bonds.