ML-QuantSubscribe

RePEcMacro-Finance & Rates

Yield Curve Attribution for Global Bonds

The chapter outlines a yield curve-based method for attributing performance in global bond portfolios, emphasizing the need for accurate data and pricing.

Featured in No. 27 on 29 Nov 2023 · on release day

Released
29 Nov 2023
First featured
No. 27 · 29 Nov 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
16
Identifier
RePEc:wsi:wschap:9789811272578_0012

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page