Travail de recherche/Working paper
| Titre: |
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| Auteur: | Briere, Marie; Signori, Ombretta |
| Statut de publication: | Publié, 2007 |
| series: | Working papers CEB, 07-029.RS |
| Sujet CREF: | Economie |
| Sujet JEL: | Portfolio Choice; Investment Decisions |
| Asset Pricing; Trading volume; Bond Interest Rates | |
| Volumes/pages: | 27 p. |
| Mots-clés: | inflation-linked bonds |
| optimal allocation | |
| portfolio choice | |
| conditional volatility | |
| conditional correlation. | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:07-029 |
