Do Inflation-Linked Bonds Still Diversify ?.
Year of publication: |
2009-03
|
---|---|
Authors: | Brière, Marie ; Signori, Ombretta |
Institutions: | Université Paris-Dauphine |
Subject: | conditional correlation | conditional volatility | portfolio choice | optimal allocation | Inflation-linked bonds |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in European Financial Management (2009-03) v.15, p.279-297 |
Classification: | E31 - Price Level; Inflation; Deflation ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
-
Do Inflation-Linked Bonds Still Diversify ?
Brière, Marie, (2009)
-
Do Inflation-Linked Bonds Still Diversify?
Briere, Marie, (2007)
-
Do inflation-linked bonds still diversify?
Briere, Marie, (2009)
- More ...
-
Volatility Exposure for Strategic Asset Allocation.
Brière, Marie, (2010)
-
Do Leveraged Credit Derivatives Modify Credit Allocation ?.
Viala, Jean-Renaud,
-
Crisis-Robust Bond Portfolios.
Szafarz, Ariane, (2008)
- More ...