MARKOWITZ ALLOCATION-FIXED INCOME SECURITIES

Author:

Barnes Tom1

Affiliation:

1. University of Windsor

Publisher

Wiley

Subject

Finance,Accounting

Reference19 articles.

1. “Mixed Security Testing of Alternative Portfolio Selection Models.”;Alexander;Journal of Financial and Quantitative Analysis,1977

2. “An Empirical Evaluation of Alternative Portfolio-Selection Models.”;Cohen;Journal of Business,1967

3. Federal Reserve Bulletin Washington, D.C. Board of Governors of the Federal Reserve System

4. “Coping with the Risk of Interest Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies.”;Fisher;Journal of Business,1971

5. Gouldey , B. Gray , G. 1981 “Implementing Mean-Variance Theory in the Selection of U.S. Government Bond Portfolios.” Journal of Bank Research 161 173

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. CORPORATE BONDS, TERM STRUCTURE EXPECTATIONS AND OPTIMAL PORTFOLIOS: THE CANADIAN EXPERIENCE;Journal of Business Finance & Accounting;2008-06-28

2. Analyse der instrumentalen Funktionen des Rating;Credit Rating durch internationale Agenturen;1991

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