publication . Article . 1996

A Global Stock and Bond Model

Lucie Chaumeton; Gregory Connor; Ross Curds;
Open Access English
  • Published: 01 Jan 1996
  • Publisher: CFA Institute
  • Country: Ireland
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.
Subjects
ACM Computing Classification System: ComputerApplications_MISCELLANEOUS
free text keywords: Economics, Bond, European union, media_common.cataloged_instance, media_common, Financial economics, Asset allocation, Financial correlation, Volatility (finance), Stock (geology), Finance, business.industry, business
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publication . Article . 1996

A Global Stock and Bond Model

Lucie Chaumeton; Gregory Connor; Ross Curds;