Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Year of publication: |
1991
|
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Authors: | Hilliard, Jimmy E. |
Other Persons: | Jordan, Susan D. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 26.1991, 3, p. 345-362
|
Subject: | Hilliard Jordan model | Zins | Interest rate | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Öffentliche Anleihe | Public bond | USA | United States | 1966-1986 |
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