Bond portfolio optimization using dynamic factor models

João F. Caldeira, Guilherme V. Moura, André A.P. Santos
  • Journal of Empirical Finance, June 2016, Elsevier
  • DOI: 10.1016/j.jempfin.2016.03.004

The authors haven't finished explaining this publication. If you are the author, sign in to claim or explain your work.

Read Publication

http://dx.doi.org/10.1016/j.jempfin.2016.03.004

The following have contributed to this page: João Caldeira