A mean/variance approach to long-term fixed-income portfolio allocation (Q5397474)
From MaRDI portal
scientific article; zbMATH DE number 6260418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean/variance approach to long-term fixed-income portfolio allocation |
scientific article; zbMATH DE number 6260418 |
Statements
A mean/variance approach to long-term fixed-income portfolio allocation (English)
0 references
20 February 2014
0 references
defaultable securities
0 references
bond yields
0 references
portfolio allocation
0 references
risk premium
0 references
risk/return scaling
0 references
