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
URI:	Publisher
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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