Two-factor model for bond selection

Keyphrases

• Two-factor Model 100%
• Estimation Method 50%
• Factor Model 50%
• Efficient Frontier 50%
• Markowitz 50%
• Generalized Model 50%
• Variance-covariance Matrix 50%
• Bond Returns 50%
• Optimal Portfolio Selection 50%
• Security Returns 50%

Economics, Econometrics and Finance

• Factor Model 100%
• Portfolio Selection 33%
• Estimation Theory 33%