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Markowitz Allocation–Fixed Income Securities

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  • Tom Barnes

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  • Tom Barnes, 1985. "Markowitz Allocation–Fixed Income Securities," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(3), pages 181-191, September.
    • Handle: RePEc:bla:jfnres:v:8:y:1985:i:3:p:181-191
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1985.tb00401.x
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    References listed on IDEAS

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    1. Levy, Robert A., 1968. "Measurement of Investment Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 3(1), pages 35-57, March.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
    4. Joanne Hill & Thomas Schneeweis, 1983. "International Diversification Of Equities And Fixed-Income Securities," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(4), pages 333-343, December.
    5. Hopewell, Michael H & Kaufman, George G, 1973. "Bond Price Volatility and Term to Maturity: A Generalized Respecification," American Economic Review, American Economic Association, vol. 63(4), pages 749-753, September.
    6. Reilly, Frank K & Joehnk, Michael D, 1976. "The Association between Market-Determined Risk Measures for Bonds and Bond Ratings," Journal of Finance, American Finance Association, vol. 31(5), pages 1387-1403, December.
    7. Fisher, Lawrence & Weil, Roman L, 1971. "Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies," The Journal of Business, University of Chicago Press, vol. 44(4), pages 408-431, October.
    8. Guy, James R F, 1978. "An Examination of the Effects of International Diversification from the British Viewpoint on Both Hypothetical and Real Portfolios," Journal of Finance, American Finance Association, vol. 33(5), pages 1425-1438, December.
    9. Kalman J. Cohen & Jerry A. Pogue, 1967. "An Empirical Evaluation of Alternative Portfolio-Selection Models," The Journal of Business, University of Chicago Press, vol. 40, pages 166-166.
    10. Alexander, Gordon J., 1977. "Mixed Security Testing of Alternative Portfolio Selection Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(5), pages 817-832, December.
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