Systematic interest-rate risk in a two-index model of returns
Year of publication: |
1974
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Authors: | Stone, Bernell K. ; Korkie, Bob M. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 9.1974, 5, p. 709-721
|
Subject: | Investitionsrisiko | Kapitalmarkt |
Description of contents: |
Korbie, Bob M.: Systematic interest-rate risk in a two-index model of returns. Comment. S. 723-725
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