In this article, we provide a comoment factor analysis of corporate bond returns using sector
indices. We split returns into systematic default risk premiums rewarding for default risk …

We present a framework for deciding when to choose an alternative to passively investing in
capitalization-weighted indices within any particular asset class. Five reasons are identified …

Individual investment decision-making theory revolves around the logical choices an
investor is expected to make in order to achieve the maximum return on investments. The …

This paper provides a comoment factor analysis of corporate bond returns using sector
index bond portfolios. Corporate bond excess default return are decomposed into systematic …

El objetivo de este artículo es poner de manifiesto la relación dinámica existente entre tipos
de interés y diferenciales de crédito, analizando el impacto que tiene sobre la gestión de …