Factor-Based Fixed Income Portfolio Construction and Evaluation

2019 ◽  
Vol 46 (2) ◽  
pp. 106-120 ◽  
Author(s):  
Stephen Laipply ◽  
Ananth Madhavan ◽  
Aleksander Sobczyk ◽  
Matthew Tucker

1998 ◽  
Vol 22 (10) ◽  
pp. 1517-1541 ◽  
Author(s):  
Stavros A Zenios ◽  
Martin R Holmer ◽  
Raymond McKendall ◽  
Christiana Vassiadou-Zeniou

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