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Style investing

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  • Factor Timing in Fixed-Income Strategies
    Andrew Chin and Wenxuan Tang
    The 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 Bonds
    Jérôme Gava, William Lefebvre and Julien Turc
    The 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 Carvalho
    The 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 Bonds
    Riccardo Rebonato, Jean-Michel Maeso and Lionel Martellini
    The 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 Market
    Ruey-Ching Hwang, Huimin Chung, Jhao-Siang Siao and Chia-Liang Lin
    The 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 Strategies
    Naomi E Boyd and Jeffrey M Mercer
    The 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 Funds
    Dale L. Domian and William R Reichenstein
    The 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 Bonds
    Dale L. Domian and William R Reichenstein
    The 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 Bonds
    Sunder Ramkumar and Sami Mesrour
    The Journal of Fixed Income June 2011, 21 (1) 42-54; DOI: https://doi.org/10.3905/jfi.2011.21.1.042
  • Style Rotation Revisited
    John Galakis, Ioannis Vrontos and Spyridon Vrontos
    The 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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