Stochastic Interest Rates and the Bond-Stock Mix

DOI10.1023/A:1009890514371zbMath1073.91585OpenAlexW3123757132MaRDI QIDQ2709163

Yihong Xia, Michael J. Brennan

Publication date: 14 June 2001

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009890514371

Mathematics Subject Classification ID

Portfolio theory (91G10)

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