Crisis-Robust Bond Portfolios.
| Year of publication: |
2008
|
|---|---|
| Authors: | Szafarz, Ariane ; Brière, Marie |
| Institutions: | Université Paris-Dauphine |
| Subject: | Asset allocation | bond market | volatility | portfolio management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Published in Journal of Fixed Income (2008) v.18, p.57-70 |
| Classification: | G12 - Asset Pricing ; G11 - Portfolio Choice |
| Source: |
Persistent link: https://www.econbiz.de/10009364875