A mean/variance approach to long-term fixed-income portfolio allocation (Q5397474)
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scientific article; zbMATH DE number 6260418
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
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20 February 2014
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defaultable securities
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bond yields
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portfolio allocation
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risk premium
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risk/return scaling
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0.89135313
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0.8716359
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0.8657012
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0.8630437
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0.8592283
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0.8589745
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0.85277027
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0.85243315
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0.8521904
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