Factor-based investing in government bond markets : a survey of the current state of research
Year of publication: |
2020
|
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Authors: | Bektic, Demir ; Hachenberg, Britta ; Schiereck, Dirk |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 2, p. 94-105
|
Subject: | Government bonds | Sovereign bonds | Factors | Anomalies | Risk premia | Style investing | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Rentenmarkt | Bond market | CAPM |
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