Diversifying market and default risk in high grade sovereign bond portfolios

Myles Brennan, Adam Kobor and Vidhya Rustaman
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Myles Brennan: World Bank
Adam Kobor: World Bank
Vidhya Rustaman: World Bank

A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 49-74 from Bank for International Settlements

Date: 2011
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