---
title: Factor Models in Bond Portfolios
url: https://www.ml-quant.com/papers/repec/wsi-wschap-9789811272578-0010/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:wsi:wschap:9789811272578_0010
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9789811272578_0010%3Bh%3Drepec%3Awsi%3Awschap%3A9789811272578_0010
featured: 2023-11-29
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9789811272578_0010%3Bh%3Drepec%3Awsi%3Awschap%3A9789811272578_0010
- Identifier: RePEc:wsi:wschap:9789811272578_0010
- Released: 2023-11-29
- First featured: Quant Letter No. 27 (2023-11-29): https://www.ml-quant.com/issues/2023-11-29/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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