Francesco Audrino, Giovanni Barone-Adesi. A dynamic model of expected bond returns: A functional gradient descent approach. Computational Statistics & Data Analysis, 51(4):2267-2277, 2006. [doi]
@article{AudrinoB06,
title = {A dynamic model of expected bond returns: A functional gradient descent approach},
author = {Francesco Audrino and Giovanni Barone-Adesi},
year = {2006},
doi = {10.1016/j.csda.2006.07.024},
url = {http://dx.doi.org/10.1016/j.csda.2006.07.024},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/AudrinoB06},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {51},
number = {4},
pages = {2267-2277},
}