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~person:"Beekhuizen, Paul"
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Beekhuizen, Paul
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Working paper version of "Carry Investing on the Yield Curve" which has been published in final form in the Financial Analysts Journal 75(4)
Martens, Martin
-
2020
We investigate two yield curve strategies: Curve carry selects bond maturities based on carry and betting-against-beta always selects the shortest maturities. We investigate these strategies for international bond markets. We find that the global curve carry factor has strong performance that...
Persistent link: https://www.econbiz.de/10012855344
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Carry investing on the yield curve
Martens, Martin
;
Beekhuizen, Paul
;
Duyvesteyn, Johan
; …
- In:
Financial analysts journal : FAJ
75
(
2019
)
4
,
pp. 51-63
Persistent link: https://www.econbiz.de/10012195949
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