Risks And returns Of fixed income arbitrage strategies in varying economic environments : a model based on empirical considerations

Thesis: S.M. in Management Studies, Massachusetts Institute of Technology, Sloan School of Management, 2014.

Bibliographic Details
Main Author: Beunardeau, Roland
Other Authors: Hui Chen.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2014
Subjects:
Online Access:http://hdl.handle.net/1721.1/90233