Global fixed-income investments: The persistence effect
ML Leibowitz, LN Bader, S Kogelman - Financial Analysts Journal, 1995 - Taylor & Francis
Critical consequences flow from accepting or rejecting the view that forward rates predict
future yield curve shapes and currency exchange rates. A persistence factor reflects the …
future yield curve shapes and currency exchange rates. A persistence factor reflects the …
[BOOK][B] The new science of asset allocation
WE Bitters - 1997 - books.google.com
Comprehensive survey on contemporary thinking Essential reading for investment
managers Asset allocation has only become a significant component in the investment …
managers Asset allocation has only become a significant component in the investment …
Immunization Strategy for Multinational Fixed-Income Investments
S Hauser, A Levy, U Yaari - Managing Global Currency Risk, 1997 - papers.ssrn.com
This paper extends the results of Gadkari and Spindel (Solomon Brothers 1989), Hauser
and Levy (JBE v. 43, 1991), and Leibowitz, Bader, and Kogelman (JFI v. 3, 1993) who show …
and Levy (JBE v. 43, 1991), and Leibowitz, Bader, and Kogelman (JFI v. 3, 1993) who show …
[CITATION][C] EFFICACY OF NIFTY INDEX FUTURES HEDGING ON HIGH BETA STOCKS PORTFOLIO
PAM Auxilia