Carry strategies and the US dollar risk of US and global bonds
Gueorgui S. Konstantinov and Frank J. Fabozzi
| Year of publication: |
2021
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|---|---|
| Authors: | Konstantinov, Gueorgui ; Fabozzi, Frank J. |
| Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 30.2021, 3, p. 26-46
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| Subject: | Analysis of individual factors/risk premia | factor-based models | style investing | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoprämie | Risk premium | Welt | World | USA | United States |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfi.2020.1.100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423026