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DC Field | Value | Language |
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dc.contributor.author | Cassar, Noel | |
dc.contributor.author | Grima, Simon | |
dc.date.accessioned | 2017-05-18T18:36:53Z | |
dc.date.available | 2017-05-18T18:36:53Z | |
dc.date.issued | 2016 | |
dc.identifier.citation | Cassar, N., & Grima, S. (2016), Analysis of risk parity approach for sovereign fixed-income portfolios in Eurozone countries. In S. Grima & F.Bezzina (Eds.), Contemporary Issues in Bank Financial Management (Contemporary Studies in Economic and Financial Analysis, Volume 97), pp.157-198, Emerald Group Publishing Limited. | en_GB |
dc.identifier.issn | 10.1108/S1569-375920160000097011 | |
dc.identifier.uri | https://www.um.edu.mt/library/oar//handle/123456789/19199 | |
dc.description.abstract | The recent development of the European debt sovereign crisis showed that sovereign debt is not “risk free.” The traditional index bond management used during the last two decades such as the market-capitalization weighting scheme has been severely called into question. In order to overcome these drawbacks, alternative weighting schemes have recently prompted attention, both from academic researchers and from market practitioners. One of the key developments was the introduction of passive funds using economic fundamental indicators. | en_GB |
dc.language.iso | en | en_GB |
dc.publisher | Emerald Group Publishing Limited | en_GB |
dc.rights | info:eu-repo/semantics/restrictedAccess | en_GB |
dc.subject | Debts, Public -- Europe | en_GB |
dc.subject | Bond market | en_GB |
dc.subject | Risk management | en_GB |
dc.subject | Portfolio management | en_GB |
dc.title | Analysis of risk parity approach for sovereign fixed-income portfolios in Eurozone countries | en_GB |
dc.type | bookPart | en_GB |
dc.rights.holder | The copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder. | en_GB |
dc.description.reviewed | peer-reviewed | en_GB |
Appears in Collections: | Dissertations - FacEma - 2015 Scholarly Works - FacEMAIns |
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File | Description | Size | Format | |
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Chapter - Analysis of Risk Parity Approach for Sovereign Fixed-Income Portfolios in Eurozone Countries.pdf Restricted Access | 307.82 kB | Adobe PDF | View/Open Request a copy |
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