Joshua Kothe

affiliation not provided to SSRN

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Rates Factors and Global Asset Allocation

Journal of Fixed Income, Winter 2021, Vol. 30(3), pp. 6-25
Posted: 30 Jul 2020 Last Revised: 11 Feb 2021
Joshua Kothe, Harald Lohre and Carsten Rother
affiliation not provided to SSRN, Robeco Quantitative Investments and Invesco

Abstract:

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Factor-based models, style investing, fixed income, structured finance