Bond Portfolio Optimization Using Dynamic Factor Models

No abstract is available for this paper.

• Publication year

  2016

• Venue

  Journal of Empirical Finance

• Publication date

  2016-06-01

• Fields of study

  Mathematics, Business, Economics

• Identifiers
  DOI 10.2139/SSRN.2079318
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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