Defining and Exploiting Value in US Treasury Bonds
Riccardo Rebonato, Jean-Michel Maeso and Lionel Martellini
The Journal of Fixed Income Fall 2019, 29 (2) 6-25; DOI: https://doi.org/10.3905/jfi.2019.1.071
Riccardo Rebonato
is a professor of finance at EDHEC Business School and EDHEC-Risk Institute in Nice, France
Jean-Michel Maeso
is a senior quantitative researcher at EDHEC-Risk Institute in Nice, France
Lionel Martellini
is a professor of finance at EDHEC Business School and the director of EDHEC-Risk Institute in Nice, France
Explore our content to discover more relevant research
In this issue
The Journal of Fixed Income
Vol. 29, Issue 2
Fall 2019
Defining and Exploiting Value in US Treasury Bonds
Riccardo Rebonato, Jean-Michel Maeso, Lionel Martellini
The Journal of Fixed Income Sep 2019, 29 (2) 6-25; DOI: 10.3905/jfi.2019.1.071