Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix
| Year of publication: |
1991
|
|---|---|
| Authors: | Hilliard, Jimmy E. ; Jordan, Susan D. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 26.1991, 03, p. 345-362
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |