A fundamental bond index including solvency criteria
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- Marielle De Jong & Lauren Stagnol, 2016. "A fundamental bond index including solvency criteria," Post-Print hal-01410662, HAL.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lauren Stagnol, 2016. "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," EconomiX Working Papers 2016-27, University of Paris Nanterre, EconomiX.
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Keywordsfundamental indexing; alternative corporate bond index; solvency criteria; market efficiency;
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