The role of covered bonds in the minimum-variance portfolio
Year of publication: |
November 2015
|
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Authors: | Sulku, Petri ; Falkenbach, Heidi |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 6, p. 415-426
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Subject: | covered bonds | portfolio optimization | minimum-variance portfolio | mixed-asset portfolio | asset allocation | Portfolio-Management | Portfolio selection | Pfandbrief | Covered bond | Anleihe | Bond | Rentenmarkt | Bond market | Theorie | Theory |
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