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Common Factors Affecting Bond Returns

19911,862 citationsJournal Article

Authors

Robert B. Litterman · Goldman Sachs (United States)

José Scheinkman · University of Illinois Chicago

Topics & Keywords

Corporate Finance and Governance Financial Markets and Investment Strategies

Publication Details

Published in: The Journal of Fixed Income

Volume 1, Issue 1, pp. 54-61

DOI: 10.3905/jfi.1991.692347

Field-Weighted Citation Impact: 18.02

Common Factors Affecting Bond Returns | Researchclopedia