Corporate Bond Factors: Replication Failures and a New Framework
Jens Dick-Nielsen (Copenhagen Business School, Denmark)
- TI Finance Research Seminars
Jens Dick-Nielsen (Copenhagen Business School, Denmark)
Gyöngyi Loranth (University of Vienna, Austria)
Maria-Teresa Marchica (Alliance Manchester Business School, UK)
Olivier Dessant (INSEAD, France)
Claudia Custodio (Imperial College London, UK)
Philippe Mueller (Warwick Business School, UK)
Faculty: Eran Raviv (Business Data Science and APG Asset-Management)