This paper reports two composite bond market factor investment strategies for the Swiss and global sovereign bond …, and to base the duration debate upon. As such, the output of our bond market factors can guide tactical interest rate …, individual factors. Following an investment strategy based on a composite bond market factor, constructed as the equally weighted …

.2: THE DURATION VECTOR OF THE T-BOND FUTURES -- NOTES -- Chapter 7: Hedging with Bond Options: A General Gaussian Framework. … DURATION MODELS -- APPLICATIONS TO FINANCIAL INSTITUTIONS -- INTERACTION WITH OTHER RISKS -- NOTES -- Chapter 2: Bond Price …, Duration, and Convexity -- BOND PRICE UNDER CONTINUOUS COMPOUNDING -- DURATION -- CONVEXITY -- COMMON FALLACIES CONCERNING …