Global Bonds: Yield Curve and Portfolio Strategies

In course

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Description

This lecture covers the dynamics of global bond markets, focusing on the expectation hypothesis, value, and momentum strategies. It discusses the predictability of bond returns based on yield curve slopes, risk premiums, and term structure factors. The presentation includes empirical results from studies by Fama and Bliss, Cochrane and Piazzesi, and Asness, Moskowitz, and Pedersen, highlighting the importance of value and momentum in bond portfolio construction.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_41yeha71

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Ontological neighbourhood

Economics

Macroeconomics: Keynesian economics

Microeconomics: Financial economics

Business

Finance: Financial risk management

Astronomy

Astrophysics: Physical cosmology

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