Author Archives: Demir Bektić

Current State of Research on Factor Investing in Government Bonds

By | January 18, 2021

Factor investing has grown in popularity over the last few decades, especially with respect to equity markets. After extending Fama-French factors to corporate bond markets, recent research has more often concentrated on the government bond space and revealed that there is indeed clear empirical evidence for the existence of significant government bond factors. Voices that… Read More »