Characteristics versus covariances : an examination of domestic asset allocation strategies
Year of publication: |
2002
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Authors: | Fletcher, Jonathan |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 9.2002, p. 251-271
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Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Unternehmensanleihe | Corporate bond | Großbritannien | United Kingdom | Korrelation | Correlation | 1976-2000 |
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