Performance of bond ladder strategies : evidence from a period of low interest rates
Christoph Schmidhammer
| Year of publication: |
2018
|
|---|---|
| Authors: | Schmidhammer, Christoph |
| Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 51.2018, 3, p. 421-443
|
| Subject: | Bond Ladders | Return | Risk | Performance | RORAC | Sharpe Ratio | Maturity | Fixed-Income Portfolios | Period of Low Interest Rates | Anleihe | Bond | Portfolio-Management | Portfolio selection | Zins | Interest rate | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in deutscher Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011948470