10 New Burlingtonstreet
London
United Kingdom
http://www.bluecove.com
BlueCove Limited
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corporate bonds, factor premiums, strategic asset allocation, size, low-risk, value, momentum
momentum, cross-section, volatility, stocks, corporate bonds
corporate bond, momentum, time-varying risk, residual return
capital market integration, corporate bond, stock, distress risk, expected stock return
beta, interest rates, stocks, VAR model