Style investing
- Factor Timing in Fixed-Income StrategiesAndrew Chin and Wenxuan TangThe Journal of Fixed Income September 2020, 30 (2) 62-75; DOI: https://doi.org/10.3905/jfi.2020.1.092
- Beyond Carry and Momentum in Government BondsJérôme Gava, William Lefebvre and Julien TurcThe Journal of Fixed Income March 2020, 29 (4) 48-74; DOI: https://doi.org/10.3905/jfi.2020.1.085
- Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!Thomas Heckel, Zine Amghar, Isaac Haik, Olivier Laplénie and Raul Leote de CarvalhoThe Journal of Fixed Income December 2019, 29 (3) 6-21; DOI: https://doi.org/10.3905/jfi.2019.1.074
- Defining and Exploiting Value in US Treasury BondsRiccardo Rebonato, Jean-Michel Maeso and Lionel MartelliniThe Journal of Fixed Income September 2019, 29 (2) 6-25; DOI: https://doi.org/10.3905/jfi.2019.1.071
- Does the Local Rating Agency Provide Reliable
Credit Ratings? An Empirical Analysis from an Emerging MarketRuey-Ching Hwang, Huimin Chung, Jhao-Siang Siao and Chia-Liang LinThe Journal of Fixed Income June 2012, 22 (1) 41-51; DOI: https://doi.org/10.3905/jfi.2012.22.1.041 - Gains from Active Bond Portfolio Management StrategiesNaomi E Boyd and Jeffrey M MercerThe Journal of Fixed Income March 2010, 19 (4) 73-83; DOI: https://doi.org/10.3905/JFI.2010.19.4.073
- Returns-Based Style Analysis of Convertible Bond FundsDale L. Domian and William R ReichensteinThe Journal of Fixed Income December 2008, 18 (3) 52-64; DOI: https://doi.org/10.3905/JFI.2009.18.3.052
- Returns-Based Style Analysis of High-Yield BondsDale L. Domian and William R ReichensteinThe Journal of Fixed Income March 2008, 17 (4) 72-87; DOI: https://doi.org/10.3905/jfi.2008.705543
- Hedging Long-Duration Liabilities with Levered
Short-Duration BondsSunder Ramkumar and Sami MesrourThe Journal of Fixed Income June 2011, 21 (1) 42-54; DOI: https://doi.org/10.3905/jfi.2011.21.1.042 - Style Rotation RevisitedJohn Galakis, Ioannis Vrontos and Spyridon VrontosThe Journal of Financial Data Science April 2021, 3 (2) 110-133; DOI: https://doi.org/10.3905/jfds.2021.1.059
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