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Author:Wainscott, C.G.
Title:The stock-bond correlation and its implications for asset allocation
Journal:Financial Analysts' Journal
1990 : JUL/AUG, VOL. 46:4, p. 55-60, 79
Index terms:PORTFOLIO MANAGEMENT
RISK ANALYSIS
ASSET VALUATION
Language:eng
Abstract:An assessment of the difficulties in predicting the stock-bond correlation and the implications for the resulting asset mix. Historic correlations. Predictive power. Alternative predictor. Implications for asset mix. Seven Figures illustrate the study.
SCIMA record nr: 84103
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