Journal of Financial and Quantitative Analysis Vol. 26 No. 3 1991
Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix
Abstract
Jimmy E. Hilliard, Susan D. Jordan, Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix, The Journal of Financial and Quantitative Analysis, Vol. 26, No. 3 (Sep., 1991), pp. 345-362
- DOI
- 10.2307/2331211
- Volume
- 26
- Issue
- 3
- Pages
- 345
- Sources
- crossref openalex