Factor-based tactical bond allocation and interest rate risk management
Year of publication: |
2019
|
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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 | Portfolio-Management | Portfolio selection | Zinsrisiko | Interest rate risk | Risikomanagement | Risk management | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Anleihe | Bond | Hedging |
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