CONTINUOUS MATURITY DIVERSIFICATION OF DEFAULT-FREE BOND PORTFOLIOS AND A GENERALIZATION OF EFFICIENT DIVERSIFICATION

被引：1

作者：

HEANEY, WJ ^{[1
]}

CHENG, PL ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BC,CANADA

来源：

JOURNAL OF FINANCE | 1984年 / 39卷 / 04期

关键词：

D O I：

10.2307/2327615

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1101 / 1117

页数：17

共 16 条

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[4] EFFICIENT PORTFOLIOS AND SUPERFLUOUS DIVERSIFICATION
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[6] PORTFOLIO DIVERSIFICATION IN CONCENTRATED BOND AND LOAN PORTFOLIOS
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[J]. JOURNAL OF INVESTMENT MANAGEMENT, 2016, 14 (02): : 49 - 70
[7] EXCHANGE RISK AND INTERNATIONAL DIVERSIFICATION IN BOND AND EQUITY PORTFOLIOS
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[J]. JOURNAL OF ECONOMICS AND BUSINESS, 1991, 43 (04) : 287 - 307
[8] PRICING STOCK AND BOND OPTIONS WHEN THE DEFAULT-FREE RATE IS STOCHASTIC
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[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1989, 24 (04) : 447 - 457
[9] PORTFOLIO THEORY, HOLDING PERIOD ASSUMPTIONS, AND BOND MATURITY DIVERSIFICATION
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[J]. FINANCIAL MANAGEMENT, 1979, 8 (04) : 68 - 71
[10] Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond (Sukuk) Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis
Najeeb, Syed Faiq
Bacha, Obiyathulla
Masih, Mansur
[J]. EMERGING MARKETS FINANCE AND TRADE, 2017, 53 (10) : 2377 - 2393

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