Publication | Closed Access

Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection

EconomicsPortfolio OptimizationAsset PricingPortfolio SelectionManagementBayesian ApproachEconomic AnalysisEconometricsPortfolio ManagementBusinessPortfolio ChoiceIntertemporal Portfolio ChoiceFinancial EngineeringPortfolio AllocationStatisticsFinanceFixed Income Portfolios