On the Diversification of Fixed Income Assets
This article introduces a new approach for dealing with the diversification/concentration risk of fixed income assets. Because Government bonds, corporate bonds, and mortgage backed securities constitute a large proportion of the assets of institutional investors in most countries, it is important t...
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
MDPI AG
2022-02-01
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| coleção: | Risks |
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| Acesso em linha: | https://www.mdpi.com/2227-9091/10/2/31 |