Bond Risk Characteristics and Factor Risk Premia
Published Online:19 Feb 2026https://doi.org/10.1287/mnsc.2023.00212
Supplemental Material
The replication files for this article are available HERE.
Articles In Advance
Article Information
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- Received:January 18, 2023
- Accepted:August 24, 2025
- Published Online:February 19, 2026
Copyright © 2026, INFORMS
Cite as
Pierluigi Balduzzi, Michael F. Connolly, Alan Marcus (2026) Bond Risk Characteristics and Factor Risk Premia. Management Science 0(0).
https://doi.org/10.1287/mnsc.2023.00212
Keywords
The authors thank two anonymous referees, one associate editor, the department editor (Lukas Schmid), and seminar participants at Boston College for helpful comments and suggestions and Emanuel Moench for providing replication code. Major contributions to this project were completed while Michael F. Connolly was affiliated with Colgate University.
