Hoti, Suhejla; Maasoumi, Esfandiar; McAleer, Michael; … - In: Econometric Reviews 28 (2009) 6, pp. 522-554
on 12 Treasury Bills and other debt instruments for the period January 8, 1982 to August 20, 2004. The conditional … portfolio of Treasury Bills and other debt instruments should be to specialize on instruments that provide the largest returns …