Optimal portfolio allocation in a world without Treasury securities
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DOI: 10.1057/palgrave.jam.2240092
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- Antulio N. Bomfim, 2001. "Optimal portfolio allocation in a world without Treasury securities," Finance and Economics Discussion Series 2001-11, Board of Governors of the Federal Reserve System (U.S.).
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Keywords
CAPM; risk; corporate securities; government debt;All these keywords.
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