Zhaowen Qian

Erasmus University Rotterdam (EUR) - Department of Business Economics

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

335

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Beating the Benchmark: Bond Portfolios based on Country and Industry Factors

Number of pages: 29 Posted: 18 Aug 2017 Last Revised: 08 Jan 2021
Erasmus Research Institute of Management (ERIM), Vrije Universiteit Amsterdam, School of Business and Economics, Erasmus University Rotterdam (EUR) - Department of Business Economics and Vrije Universiteit Amsterdam
Downloads 171 (261,626)

Abstract:

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Corporate bonds; Dynamic portfolio strategies; Country and industry factors; Mean-variance model

2.

Time-Varying Importance of Country and Industry Factors in European Corporate Bonds

Journal of Empirical Finance, Forthcoming
Number of pages: 53 Posted: 21 Feb 2014 Last Revised: 01 Feb 2016
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Department of Business Economics, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 164 (271,212)
Citation 2

Abstract:

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market integration, corporate bond markets, factor decomposition, Sovereign debt crisis