The Myth of Diversification: Risk Factors versus Asset Classes

被引:25
作者
Page, Sebastien [1 ]
Taborsky, Mark A. [1 ]
机构
[1] PIMCO, Newport Beach, CA USA
关键词
D O I
10.3905/jpm.2011.37.4.001
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:1 / 2
页数:2
相关论文
共 5 条
[1]   Portfolio of Risk Premia: A New Approach to Diversification [J].
Bender, Jennifer ;
Briand, Remy ;
Nielsen, Frank ;
Stefek, Dan .
JOURNAL OF PORTFOLIO MANAGEMENT, 2010, 36 (02) :17-25
[2]  
Bhansali V., 2010, BOND PORTFOLIO INVES
[3]   Skulls, Financial Turbulence, and Risk Management [J].
Kritzman, Mark ;
Li, Yuanzhen .
FINANCIAL ANALYSTS JOURNAL, 2010, 66 (05) :30-41
[4]   PRICING OF CORPORATE DEBT - RISK STRUCTURE OF INTEREST RATES [J].
MERTON, RC .
JOURNAL OF FINANCE, 1974, 29 (02) :449-470
[5]  
Taborsky M., 2010, PIMCO VIEWPOINTS SEP