Betting against beta with bonds : worry or love the steepener?
J. Benson Durham
| Year of publication: |
November/December 2016
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|---|---|
| Authors: | Durham, J. Benson |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 6, p. 57-85
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| Subject: | Rentenmarkt | Bond market | CAPM | Portfolio-Management | Portfolio selection | Anleihe | Bond | Risikopräferenz | Risk attitude | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011574800