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Crisis-robust bond portfolios

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Author Info
Brière, Marie
SZAFARZ, Ariane

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Paper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number info:hdl:2013/14150.

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Handle: RePEc:ulb:ecoulb:info:hdl:2013/14150

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  1. Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector Classification through non-Gaussian Similarity," Working Papers CEB 08-032.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
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