Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix
Jimmy E. Hilliard and Susan D. JordanVolume:
26
Langue:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2331211
Date:
September, 1991
Fichier:
PDF, 1.85 MB
english, 1991