Article
Stock–Bond Correlation and Duration Risk Allocation
Liu Xinyi and Fan Hua
The Journal of Portfolio Management Winter 2016, 42 (2) 56-63; DOI: https://doi.org/10.3905/jpm.2016.42.2.056
Liu Xinyi
is an asset allocation researcher at China Investment Corp. in Beijing, China.
Fan Hua
is a senior managing director and head of fixed income and absolute return at China Investment Corp. in Beijing, China.
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Stock–Bond Correlation and Duration Risk Allocation
Liu Xinyi, Fan Hua
The Journal of Portfolio Management Jan 2016, 42 (2) 56-63; DOI: 10.3905/jpm.2016.42.2.056