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An empirical analysis of the benefits of corporate bond portfolio optimization in the presence of duration constraints
Deguest, Romain; Martellini, Lionel; Milhau, Vincent - In: The journal of fixed income : JFI 31 (2022) 4, pp. 50-82
Persistent link: https://www.econbiz.de/10014231340
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Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel; Rebonato, Riccardo; Maeso, Jean-Michel - In: The journal of fixed income : JFI 31 (2022) 3, pp. 20-40
Persistent link: https://www.econbiz.de/10012802444