Menu

Debt De-Risking

Do corporate bond fund managers manipulate portfolio risk in response to competitive pressure? Andreas Schrimpf, Gianpaolo Parise and Jannic Cutura examine the reasons why bond funds actively de-risk their portfolios, trading off higher yields for more liquid and safer assets.

December 3, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals