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Библиографический список по дисциплине: ИНВЕСТИЦИИ. МЕЖДУНАРОДНОЕ ИНВЕСТИРОВАНИЕ В ОБЛИГАЦИИ

Опубликовано на портале: 19-06-2003
Тематический раздел:
Периодика. Список составлен группой авторов: У.Ф.Шарп, Г.Дж.Александер, Дж.В.Бэйли. Рекомендуется для использования при изучении дисциплины "Управление инвестиционным портфелем".

1. Kenneth Cholerton, Pierre Pieraerts, Bruno Solnik - Why invest in foreign currency bonds?// Journal of Portfolio Management, 12, no.4 (Summer 1986), pp. 4-8.

2. Haim Levy, Zvi Lerman The benefits of international diversification of bonds// Financial Analysts Journal, 44, no.5 (September/October 1988), pp. 56-64.

3. Paul Burik, Richard M. Ennis Foreign bonds in diversified portfolios: a limited advantage// Financial Analysts Journal, 46, no.2 (March/April 1990), pp. 31-40.

4. Roger G. Ibbotson, Laurence B. Siegel The world bond market: market values, yields and returns// Journal of Fixed Income, 1, no.1 (June 1991), pp. 90-99.

5. Victor S. Filatov, Kevin M. Murphy, Peter M. Rappoport, Russell Church - Foreign bonds in diversified portfolios: significant advantage// Financial Analysts Journal, 47, no.4 (July/August 1991), pp. 26-32.

6. Mark Fox Different ways to slice the optimization cake// Financial Analysts Journal, 47, no.4 (July/August 1991), pp. 32-36.

7. Richard M. Ennis, Paul Burik - A response from Burik and Ennis// Financial Analysts Journal, 47, no.4 (July/August 1991), p. 37.

8. Fisher Black, Robert Litterman Asset allocation: combining investors views with market equilibrium// Journal of Fixed Income, 1, no.2 (September 1991), pp. 7-19.

9. Shmuel Hauser, Azriel Levy Effect of exchange rate and interest rate risk on international fixed-income portfolios// Journal of Economics and Business, 43, no.4 (November 1991), pp. 375-388.

10. Mark R. Eaker, Dwight M. Grant Currency risk management in international fixed-income portfolios// Journal of Fixed Income, 1, no.3 (December 1991), pp. 31-37.

11. Steven Dym Global and local components of foreign bond risk// Financial Analysts Journal, 48, no.2 (March/April 1992), pp. 83-91.

12. John Markese Foreign bond funds: what are you buying into?// AAII Journal, 14, no.10 (November 1992), pp. 28-31.

13. Kent G. Becker, Joseph E. Finnerty, Kenneth J. Kopecky Economic news and intraday volatility in international bond markets// Financial Analysts Journal, 49, no.3 (May/June 1993), pp. 81-86, 65.

14. Richard M. Levich, Lee R. Thomas The merits of active currency risk management: evidence from international bond portfolios// Financial Analysts Journal, 49, no.5 (September/October 1993), pp. 63-70.

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