Factor Models in Bond Portfolios
The chapter highlights the use of factor models in understanding bond portfolio risk and return, stressing the importance of model specification.
Featured in No. 27 on 29 Nov 2023 · on release day
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- 29 Nov 2023
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- No. 27 · 29 Nov 2023
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- RePEc:wsi:wschap:9789811272578_0010
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