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Autor:
Hollander, Martin B. L.
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Thesis (M.Commerce Hons.)--University of Western Sydney, Macarthur, Faculty of Business, 1999.
Bibliography: p. 94-99.
Bibliography: p. 94-99.
The purpose of this thesis is to investigate the relationship between the annualised volatility and correlation of G7 ten-year bond returns for the period July 1992 to June 1998 and the effects that such a relationship has on portfolio diversificatio
Externí odkaz:
http://handle.uws.edu.au:8081/1959.7/23