From Ad Hoc Bond-Risk Measures to Variance–Covariance Forecasts
Marielle De Jong and Frank J. Fabozzi
The Journal of Fixed Income Spring 2021, 30 (4) 6-16; DOI: https://doi.org/10.3905/jfi.2021.1.105
Marielle De Jong
is an associate professor of finance at the Grenoble Ecole de Management in Grenoble, France
Frank J. Fabozzi
is a professor of finance at the EDHEC Business School in Nice, France
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In this issue
The Journal of Fixed Income
Vol. 30, Issue 4
Spring 2021
From Ad Hoc Bond-Risk Measures to Variance–Covariance Forecasts
Marielle De Jong, Frank J. Fabozzi
The Journal of Fixed Income Mar 2021, 30 (4) 6-16; DOI: 10.3905/jfi.2021.1.105