Performance persistence of government bond factor premia
Adam Zaremba
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Zaremba, Adam |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 22.2017, p. 182-189
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| Subject: | Momentum | Performance persistence | Government bonds | International investments | Return predictability | Factor investing | Sovereign bonds | Value | Credit risk | Volatility | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Kreditrisiko | Volatilität | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.12.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011808138