Factor Investing in US Sovereign Bond Market: A New Generation of Conditional Carry Strategies with Applications in Asset-Only and Asset-Liability Management

The Journal of Portfolio Management, Vol. 46, Issue 3, Ethical Investing 2020
 

Author(s):

Jean-Michel Maeso

EDHEC-Risk Institute

Lionel Martellini

EDHEC Business School

Riccardo Rebonato

EDHEC Business School

The Journal of Portfolio Management, Vol. 46, Issue 3, Ethical Investing 2020
 

Type: Academic publication
Date: le 30/10/2019
Research Cluster : Finance
Source : The Journal of Portfolio Management

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