The use of average maturity as a risk proxy in investment portfolios
Year of publication: |
1975
|
---|---|
Authors: | Yawitz, Jess B. ; Hempel, George H. ; Marshall, William J. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 30.1975, 2, p. 325-340
|
Subject: | Risiko | Wertpapier festverzinslich | Portfolio-Theorie |
-
Term structures of corporate bond yields as a function of risk of default
Johnson, Ramon E., (1967)
-
Duvall, Richard M., (1984)
-
Preisbestimmende Faktoren bei SFR US-$ Doppelwährungsanleihen
Weisskopf, Dieter R., (1985)
- More ...
-
The interest rate under capital asset pricing theory
McCallum, John S., (1975)
-
Incentives for Diversification and the Structure of the Conglomerate Firm
Marshall, William J., (1984)
-
THE SHORTCOMINGS OF DURATION AS A RISK MEASURE FOR BONDS
Yawitz, Jess B., (1981)
- More ...