A factor allocation approach to optimal bond portfolio
Year of publication: |
2007
|
---|---|
Authors: | Nakayama, Keita ; Takahashi, Akihiko |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 14.2007, 4, p. 299-324
|
Subject: | Portfolio-Management | Portfolio selection |
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