Embedded betas and better bets : factor investing in emerging market bonds
Johnny Kang, Kevin So and Thomas Tziortziotis
| Year of publication: |
2019
|
|---|---|
| Authors: | Kang, Johnny ; So, Kevin ; Tziortziotis, Thomas |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 3, p. 27-46
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| Subject: | Emerging market bonds | factor investing | fixed income | asset pricing | external debt | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Anleihe | Bond | CAPM | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012111016