Factor investing for government bonds beyond duration, currency and credit risk timing

While factor investing has gained strong popularity among equity investors, its range of application is not limited to one asset class. 

Indeed, at BNP Paribas Investment Partners we have been applying factor-based strategies to the government bonds market since 2009. In this article we give a quick overview of the main factors that drive government bond markets as well as the main methodological hurdles that require specific attention.

Read the complete white paper at the link beneath Related Files

Supporting documents

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