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5d ago Managed Futures alphaarchitect Views: 122

Factor Investing in Sovereign Bond Markets: Deep Sample Evidence Baltussen, Martens and Penningaworking paper, 2021A version of this paper can be foundhereWant to read our summaries of academic finance papers? Check out ourAcademic Research Insightcategory What are the Research Questions? Despite government bonds being one of the major asset classes invested in global portfolios, 30% [...] Factor Investing in Sovereign Bond Markets: 221 years of evidence! was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience. -

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