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Connor, Gregory (1996) A Global Stock and Bond Model. Financial Analysts Journal, 50. pp. 65-74. ISSN 0015-198X
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Abstract
Factor models are now widely used to support
asset selection decisions. Global asset allocation,
the allocation between stocks versus bonds
and among nations, usually relies instead on correlation
analysis of international equity and bond
indexes. It would be preferable to have a single
integrated framework for both asset selection and
asset allocation. This framework would require a
factor model applicable at an asset or country
level, as well as at a global level, that covers both
stocks and bonds.
| Item Type: | Article |
|---|---|
| Keywords: | Global Stock; Bond Model; |
| Academic Unit: | Faculty of Social Sciences > Economics, Finance and Accounting |
| Item ID: | 8432 |
| Depositing User: | Gregory Connor |
| Date Deposited: | 11 Jul 2017 15:03 |
| Journal or Publication Title: | Financial Analysts Journal |
| Publisher: | CFA Institute |
| Refereed: | Yes |
| Related URLs: | |
| URI: | https://mural.maynoothuniversity.ie/id/eprint/8432 |
| Use Licence: | This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here |
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