Tobias Hoogteijling

Robeco Asset Management

Rotterdam, 3011 AG

Netherlands

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Scholarly Papers (1)

1.

Forecasting Bond Risk Premia using Stationary Yield Factors

Number of pages: 38 Posted: 13 Apr 2021
Tobias Hoogteijling, Martin Martens and Michel van der Wel
Robeco Asset Management, Robeco Asset Management and Erasmus University Rotterdam
Downloads 390 (92,317)

Abstract:

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Yield curve, Bond risk premia, Forecasting, PCA, Machine learning