Risk and Return in Fixed Income Arbitrage: Nickels in Front of a Steamroller, The Review of Financial Studies (2007)

by Jefferson Duarte , Francis A. Longstaff , Fan Yu , Assistance From Vineer Bhansali , Charles Cao , Darrell Duffie , Robert Jarrow , Katie Kong , Haitao Li , Ravit M , Bruno Mir , Mikami Soetojo Tanudjaja
Citations:11 - 4 self