Predicting Bond Returns with a Combined Model
Log in to collectAcademic paper
Predicting Bond Returns: 70 Years of International Evidence
Guido Baltussen; Martin Martens; Olaf Penninga
Erasmus University Rotterdam- Erasmus University Rotterdam (EUR)
- Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
- Robeco Quantitative Investments
- Robeco Asset Management
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.