Gary Mullins

University of Oxford Mathematical Institute

Radcliffe Observatory, Andrew Wiles Building

Woodstock Rd

Oxford, Oxfordshire OX2 6GG

United Kingdom

http://https://www.linkedin.com/in/gary-mullins/

BlackRock Inc

Quantitative Analyst

Drapers Gardens

12 Throgmorton Ave

London, EC2N 2DL

United Kingdom

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Equity Duration

Number of pages: 52 Posted: 03 Feb 2021
Gary Mullins
University of Oxford Mathematical Institute
Downloads 1,544 (22,502)

Abstract:

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duration, asset pricing, cross-section of stock returns, factor model