On the yield curve and the performance of some popular fixed-income strategies-Reference-Cited by-同舟云学术

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On the yield curve and the performance of some popular fixed-income strategies

Published:2024-05 Issue: Volume:242 Page:122037
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Kung Ka Po,Liu Qi^ORCID

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference55 articles.

1. What does the yield curve tell us about GDP growth?;Ang;Journal of Econometrics,2006

2. Riding the yield curve: An analysis of international evidence;Ang;Journal of Fixed Income,1998

3. The role of securities in the optimal allocation of risk-bearing;Arrow;Review of Economic Studies,1964

4. Partial Differential Equations with Fourier Series and Boundary Value Problems;Asmar,2016

5. When can you immunize a bond portfolio?;Balbas;Journal of Banking and Finance,1998

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exploiting non-parallel risk premia in the South African sovereign bond market;South African Journal of Economic and Management Sciences;2024-05-31

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