Defining and Exploiting Value in US Treasury Bonds

Riccardo Rebonato; Jean-Michel Maeso; Lionel Martellini

doi:10.3905/jfi.2019.1.071

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

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Jean-Michel Maeso

is a senior quantitative researcher at EDHEC-Risk Institute in Nice, France

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Lionel Martellini

is a professor of finance at EDHEC Business School and the director of EDHEC-Risk Institute in Nice, France

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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

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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

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