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1 research outputs found
Stock-Bond Correlation and Duration Risk Allocation
Author
***
***
+23Â more
- Asset=bond10yr
- Asset=bond10yr
A Ilmanen
A9 Port
B Panel
B12 Port
B3 Port
B6 Port
B9 Port
D Kim
E X H I B I T Appendix
E X H I B I T Appendix
F E Dopfel
Hua Fan
J H Cochrane
J Y Campbell
J Y Campbell
Johnson N V Naik
L Gulko
Liu Xinyi
R Connolly
Sharpe Ratios
Wiley
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
Full text link
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