Valuation-indifferent weighting for bonds
Year of publication: |
2010
|
---|---|
Authors: | Arnott, Rob ; Hsu, Jason C. ; Li, Feifei ; Shepherd, Shane D. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 36.2009/10, 3, p. 117-130
|
Subject: | Portfolio-Management | Portfolio selection | Unternehmensanleihe | Corporate bond | CAPM | Regressionsanalyse | Regression analysis | Welt | World | 1997-2009 |
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