Smart Beta for Corporate Bonds : Efficient Access to Premium Returns

Smart beta corporate bond indices potentially offer a better risk/return profile than traditional market-value-weighted benchmarks. The simulated fundamentally weighted index described in this paper tilts toward less risky issuers, and periodically rebalancing to target weights provides a source of excess return by taking advantage of mean reversion in bond spreads

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Year of publication:	2017
Authors:	Shepherd, Shane D.
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Unternehmensanleihe \| Corporate bond \| Betafaktor \| Beta risk \| CAPM \| Kapitaleinkommen \| Capital income \| Risikoprämie \| Risk premium \| Portfolio-Management \| Portfolio selection

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Extent:	1 Online-Ressource (10 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Indexes, June 26, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2014 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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