The role of covered bonds in the minimum-variance portfolio

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)415-426
JournalJOURNAL OF ASSET MANAGEMENT
Volume16
Issue number6
DOIs
Publication statusPublished - 2015
MoE publication typeA1 Journal article-refereed

Keywords

  • covered bonds
  • minimum-variance

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