Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?
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| Title: | Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller? |
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| Authors: | Duarte, Jefferson1, Longstaff, Francis A.2,3 francis.longstaff@anderson.ucla.edu, Fan Yu4 |
| Source: | Review of Financial Studies. May2007, Vol. 20 Issue 3, p769-811. 43p. |
| Database: | Business Source Ultimate |
| ISSN: | 08939454 |
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| DOI: | 10.1093/rfs/hhl026 |
