Factor Investing in Sovereign Bond Markets: Deep Sample Evidence

Guido Baltussen, Martin Martens and Olaf Penninga
The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 209-225; DOI: https://doi.org/10.3905/jpm.2021.1.311

Article Information

vol. 48 no. 2 209-225
DOI 
https://doi.org/10.3905/jpm.2021.1.311
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online January 3, 2022.

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© 2021 Pageant Media Ltd

Author Information

  1. Guido Baltussen
    1. is a professor in finance at Erasmus University Rotterdam and executive director at Robeco Institutional Asset Management in Rotterdam, The Netherlands. (g.baltussen{at}robeco.nl)
  2. Martin Martens
    1. is director at Robeco Institutional Asset Management in Rotterdam, The Netherlands. (m.martens{at}robeco.nl)
  3. Olaf Penninga
    1. is executive director at Robeco Institutional Asset Management in Rotterdam, The Netherlands. (o.penninga{at}robeco.nl)
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Factor Investing in Sovereign Bond Markets: Deep Sample Evidence
Guido Baltussen, Martin Martens, Olaf Penninga
The Journal of Portfolio Management Dec 2021, 48 (2) 209-225; DOI: 10.3905/jpm.2021.1.311
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