A Factor Allocation Approach to Optimal Bond Portfolio
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Volume (Year): 14 (2007)
Issue (Month): 4 (December)
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- Korn, Olaf & Koziol, Christian, 2006. "Bond portfolio optimization: A risk-return approach," CFR Working Papers 06-03, University of Cologne, Centre for Financial Research (CFR). Full references (including those not matched with items on IDEAS)
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