Абрамов А.Е. - Литература

Дополнительная литература

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Литература по теме:

Bai J., Goldstein R. S., Yang F.. Is the credit spread puzzle a myth // Journal of Financial Economics. - 2020. No 137, PP. 297-319.
Brooks R., Upton K. Bond portfolio holding period return decomposition // The Journal of Investing. - 2017. Vol. 26, Issue 2, PP. 78 - 90.
Campbell J. Y., Ammer J. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns // The Journal of Finance. - 1993. Vol. 48, No. 1, PP. 3-37.
Thiagarajan R., Peebles D. J., Dorji S. L., Han J., Wilson C. Factor apporoach to fixed income allocation // The Journal of Investing. - 2016. Vol. 25, Issue 1, PP. 74 - 84.
Fama E. F., French K. R.. Common risk factors in the returns on stocks and bonds // Journal of Financial Economics. - 1993. No. 33, PP. 3 - 56
Schramm M.. How to Pick a First Bond Fund // MorningStar. - 2016
Invesco Global Factor Investing Study // Invesco. - 2019.
Invesco Global Factor Investing Study 2020 // Invesco. - 2020.
Bessembinder H., Kahle K. M., Maxwell W. F., Xu D.. Measuring Abnormal Bond Performance // Review of Financial Studies, Forthcoming.
Bekaert G., de Santis R. A.. Risk and Return in International Corporate Bond Markets // Columbia Business School Research Paper Forthcoming.
Chin A., Gupts P.. Using Prime Alpha to Separate from Luck in Fixed-Income Strategies // The Journal of Investing. - 2017. Vol. 26, Issue 2, PP. 102 - 109.
Chen H., Cohen L., Gurun U. Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds // Working Paper 26423
Hidden risks? Understand your bond funds // Vanguard. - 04.2020.
Houweling P., van Zundert J.. Factor Investing in the Corporate Bond Market // Financial Analysts Journal. - 2017. Vol. 73, No 2, PP. 100 - 115.

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