HAL (Le Centre pour la Communication Scientifique Directe) · 2020 · 15 citations · 10 references
BusinessEconomicsFinanceFinancial EconomicsInvestment ManagementPortfolio ManagementFinancial RiskInvestmentInvestment FundsInvestment ScreeningPortfolio TheoryRisk-return AnalysisFinancial Performance ManagementInvestment Performance EvaluationTime-varying CorrelationTime-varying Volatility DynamicsTime-varying Volatility Models
International audience
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Common risk factors in the returns on stocks and bonds
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