Debt De-Risking
June 18, 2020
June 18, 2020
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.
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2022 Global Association of Risk Professionals