Factor-based tactical bond allocation and interest rate risk management
Andreas Thomann
| Year of publication: |
2019
|
|---|---|
| Authors: | Thomann, Andreas |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 8.2019, 3, p. 49-79
|
| Subject: | asset allocation | duration | interest rate risk | sovereign bond market | risk management | factor strategy | Zinsrisiko | Interest rate risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Anleihe | Bond | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2019.112 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012426012