Demystifying Systematic Fixed Income Investing
ClearMoney
DECEMBER 14, 2021
Valuation theory helps us identify relevant factors by providing insights about differences in expected returns across stocks. 3Robert Novy-Marx, “Understanding Defensive Equity” (working paper No. 7Dave Plecha and Jacobo Rodriguez, “A Market-Driven Approach to Fixed Income” (white paper, Dimensional Fund Advisors, June 2016).
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