Riding the Yield Curve: A Spanning Analysis
Year of publication: |
2011-11-01
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Authors: | Galvani, Valentina ; Landon, Stuart |
Institutions: | Department of Economics, University of Alberta |
Subject: | North American bond market | portfolio diversification | mean-variance spanning | yield curve |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Working Papers Number 2011-19 38 pages |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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Riding the yield curve : a spanning analysis
Galvani, Valentina, (2011)
-
Private information, human capital, and optimal “home bias” in financial markets
Ehrlich, Isaac, (2011)
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Human Capital, Endogenous Information Acquisition, and Home Bias in Financial Markets
Ehrlich, Isaac, (2010)
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A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds
Galvani, Valentina, (2009)
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Portfolio Diversification in Energy Markets
Galvani, Valentina, (2009)
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Options and Efficiency in Spaces of Bounded Claims
Galvani, Valentina, (2009)
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