A new model for constructing an integrated stock-bond portfolio is proposed. This serves as an alternative to the popular asset allocation strategy, in which the fund is first allocated to indexes corresponding to diverse asset classes and then allocated to individual assets using appropriate models
โฆ LIBER โฆ
OPTIMAL PORTFOLIO SELECTION OF BONDS AND STOCKS
โ Scribed by C. Sherman Cheung; Clarence C. Y. Kwan
- Book ID
- 109167120
- Publisher
- Decision Sciences Institute, Georgia State University
- Year
- 1988
- Tongue
- English
- Weight
- 798 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0011-7315
No coin nor oath required. For personal study only.
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