Press review
ETF Strategy
"(...) EDHEC-Risk Institute has conducted two new studies, commissioned by ETF issuer Amundi, that investigate the theoretical and practical challenges involved in harvesting risk premia in fixed income markets. The studies focus on two factors that explain a large fraction of differences in the cross-section of bond returns, namely “value” and “momentum”, using economically justified proxies for these attributes."(...)
Copyright ETF Strategy
https://www.etfstrategy.com/amundi-edhec-studies-explore-fixed-income-smart-bet…
2019
