PORTFOLIO STRATEGIES - Value of Skill in Security Selection versus Asset Allocation in Credit Markets - The authors of this article simulate several styles of fixed-income portfolio management using a variation of the "perfect foresight" approach and explore performance at manager skill levels ranging from 0% (random selection) to 100% (perfect foresight). The portfolio strategies are designed so ...
Year of publication: |
2000
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Authors: | Dynkin, Lev ; Hyman, Jay ; Wu, Wei |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 27.2000, 1, p. 20-41
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