Reward and risk in the fixed income markets

Keywords

Fixed income, Portfolio, Portfolio optimization, Economics, Market risk

References

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• The (more than) 100 Ways to Measure Portfolio Performance: Part 2: Special Measures and ComparisonPhilippe Cogneau, Georges Hübner — 2009
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Cited by

• An integrated DEA-MODM methodology for portfolio optimizationChun‐Ying Huang, Chuang-Chun Chiou, Tai‐Hsi Wu — 2015
• Quantitative Methods Pension Fund Optimal AllocationsS. Vitali, Vittorio Moriggia, Miloš Kopa — 2015

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