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...

Full description

Bibliographic Details
Main Author: Olivier Le Courtois
Format: Article
Language:English
Published: MDPI AG 2022-02-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/10/2/31