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Aspects Of Corporate Bond Portfolio Diversification

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  • Richard W. McEnally
  • Calvin M. Boardman

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  • Richard W. McEnally & Calvin M. Boardman, 1979. "Aspects Of Corporate Bond Portfolio Diversification," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(1), pages 27-36, March.
    • Handle: RePEc:bla:jfnres:v:2:y:1979:i:1:p:27-36
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1979.tb00014.x
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    References listed on IDEAS

    as
    1. Reilly, Frank K & Joehnk, Michael D, 1976. "The Association between Market-Determined Risk Measures for Bonds and Bond Ratings," Journal of Finance, American Finance Association, vol. 31(5), pages 1387-1403, December.
    2. Elton, Edwin J & Gruber, Martin J, 1977. "Risk Reduction and Portfolio Size: An Analytical Solution," The Journal of Business, University of Chicago Press, vol. 50(4), pages 415-437, October.
    3. John L. Evans & Stephen H. Archer, 1968. "Diversification And The Reduction Of Dispersion: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 23(5), pages 761-767, December.
    4. Fisher, Lawrence & Lorie, James H, 1970. "Some Studies of Variability of Returns on Investments in Common Stocks," The Journal of Business, University of Chicago Press, vol. 43(2), pages 99-134, April.
    5. Klemkosky, Robert C & Martin, John D, 1975. "The Effect of Market Risk on Portfolio Diversification," Journal of Finance, American Finance Association, vol. 30(1), pages 147-154, March.
    6. Soldofsky, Robert M & Miller, Roger L, 1969. "Risk Premium Curves for Different Classes of Long-Term Securities, 1950-1966," Journal of Finance, American Finance Association, vol. 24(3), pages 429-445, June.
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    Cited by:

    1. Miljan Lekovic & Dragana Gnjatovic, 2018. "Contribution of the Investment Funds Industry to Development Performances of the Republic of Serbia," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 197-212, June.
    2. Kohers, Theodor & Patel, Jayen B., 1996. "An examination of the day-of-the-week effect in junk bond returns over business cycles," Review of Financial Economics, Elsevier, vol. 5(1), pages 31-46.
    3. David M. Geltner & Richard A. Graff & Michael S. Young, 1994. "Random Disaggregate Appraisal Error in Commercial Property: Evidence from the Russell-NCREIF Database," Journal of Real Estate Research, American Real Estate Society, vol. 9(4), pages 403-420.
    4. Mike Miles & Tom McCue, 1984. "Commercial Real Estate Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(3), pages 355-377, September.
    5. Stig Helberg & Snorre Lindset, 2020. "Collateral affects return risk: evidence from the euro bond market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 99-128, March.
    6. Theodor Kohers & Jayen B. Patel, 1996. "An examination of the day‐of‐the‐week effect in junk bond returns over business cycles," Review of Financial Economics, John Wiley & Sons, vol. 5(1), pages 31-46, December.
    7. Duane Stock, 1982. "Empirical Analysis Of Municipal Bond Portfolio Structure And Performance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 171-180, June.

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