Analysis of Risk Parity Approach for Sovereign Fixed-Income Portfolios in Eurozone Countries

Noel Cassar and Simon Grima ()

A chapter in Contemporary Issues in Bank Financial Management, 2016, vol. 97, pp 157-198 from Emerald Group Publishing Limited

Abstract: Keywords: Risk-adjusted returns, risk parity, portfolio management, risk-free rate, Eurozone sovereign debt, European financial crisis

Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (text/html)
https://www.emerald.com/insight/content/doi/10.110 ... 9-375920160000097011
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eme:csefzz:s1569-375920160000097011

DOI: 10.1108/S1569-375920160000097011

Access Statistics for this chapter

More chapters in Contemporary Studies in Economic and Financial Analysis from Emerald Group Publishing Limited
Bibliographic data for series maintained by Emerald Support ().