search query: @author Connor, G. / total: 5
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| Author: | Chaumeton, L. Connor, G. Curds, R. |
| Title: | A global stock and bond model |
| Journal: | Financial Analysts' Journal
1996 : NOV-DEC, VOL. 52:6, p. 65-74 |
| Index terms: | FINANCE ECONOMICS RESEARCH |
| Language: | eng |
| Abstract: | Six fundamental risk factors (four for stocks and two for bonds) explain most of the common volatility of individual stocks and bonds worldwide. Some of the risk factors have a strong international component, and others are more purely national. The cross-national component of the risk factors tends to be stronger within the European Union than worldwide. The model proposed in this article can be used for integration of worldwide asset selection and asset allocation decisions. |
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