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

The Journal of Portfolio Management, Vol. 46, Issue 2, Quantitative Special Issue 2020
 

Author(s):

Jean-Michel Maeso

EDHEC Business School

Lionel Martellini

EDHEC Business School

Riccardo Rebonato

EDHEC Business School

The Journal of Portfolio Management, Vol. 46, Issue 2, Quantitative Special Issue 2020
 

Type: Academic publication
Date: le 08/01/2020
Research Cluster : Finance
Source : The Journal of Portfolio Management

See Also

News
- 19-01-2022
You might have heard his voice as host of the Future Law Podcast or read one of his...
How to make LEGACY A PATH TO THE FUTURE: A CONVERSATION WITH DELPHINE ARNAULT, EXECUTIVE VICE PRESIDENT OF LOUIS VUITTON
News
- 18-01-2022
We discussed with Delphine Arnault, Executive Vice President of Louis Vuitton and EDHEC...
The fight against climate change central to the EDHEC-Coursera specialisation
News
- 18-01-2022
EDHEC Business School launched the “Climate Change and Sustainable Investing”...
Meet an Alumnus: prepared for a managerial role
News
- 18-01-2022
Laurent Benichou joined VeryChic, AccorHotels group’s online travel agency as Area...