Factors in Swiss franc corporate bond returns
Year of publication: |
2023
|
---|---|
Authors: | Manser, Samuel |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 37.2023, 3, p. 277-296
|
Subject: | Bloomberg DRSK | Carry | Corporate bonds | Equity momentum spillover | Factor investing | Risk premium | Swiss franc | Value | Unternehmensanleihe | Corporate bond | Schweiz | Switzerland | Kapitaleinkommen | Capital income | Frankreich | France | Risikoprämie | Schweizer Franken | Schätzung | Estimation | Portfolio-Management | Portfolio selection | CAPM | Spillover-Effekt | Spillover effect | Zinsstruktur | Yield curve |
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