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Factor investing in sovereign bond markets : deep sample evidence
Baltussen, Guido; Martens, Martin; Penninga, Olaf - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 209-225
Persistent link: https://www.econbiz.de/10012802500
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Global factor premiums
Baltussen, Guido; Swinkels, Laurens; Vliet, Willem … - In: Journal of financial economics 142 (2021) 3, pp. 1128-1154
Persistent link: https://www.econbiz.de/10012875933