The role of covered bonds in the minimum-variance portfolio
Petri Sulku, Heidi Falkenbach
| 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 | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/jam.2015.24 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011416645