Investigating the relationship between high-yield bonds and equities and its implications for strategic asset allocation during the Great Recession-Reference-Cited by-同舟云学术

Investigating the relationship between high-yield bonds and equities and its implications for strategic asset allocation during the Great Recession

Published:2018-10-12 Issue:3 Volume:24 Page:1193-1209
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Menounos Georgios¹,Alexiou Constantinos²^ORCID,Vogiazas Sofoklis³^ORCID

Affiliation:

1. RBU, Structured Solutions; Piraeus Bank; Athens Greece

2. School of Management; Cranfield University; Bedford UK

3. Operations Division; Black Sea Trade and Development Bank; Thessaloniki Greece

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1711/fullpdf

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3. Bank for International Settlements 2016 Summary of debt securities outstanding, second quarter end 2016 Bank for International Settlements, Debt Securities Statistics http://www.bis.org/statistics/secstats.htm

4. Strategic asset allocation: Determining the optimal portfolio with ten asset classes;Bekkers;Journal of Wealth Management,2009

5. Global portfolio optimization;Black;Financial Analysts Journal,1992

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