Data and the Global Corporate Bond Market

Project Summary

Jake Epstein (Statistics/Economics), Emre Kiziltug (Economics), and Alexander Rubin (Math/Computer Science) spent ten weeks investigating the existence of relative value opportunities in global corporate bond markets. They worked closely with a dataset provided by a leading asset management firm.

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Themes and Categories
Year
2018
Contact
Paul Bendich
Mathematics
bendich@math.duke.edu

Disciplines Involved: Economics, all Quantitative STEM

Project Lead: Emma Raisel

Project Manager: Hang Su

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