Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/81862
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dc.contributor.authorHaque, T.-
dc.date.issued2013-
dc.identifier.citationJASSA, 2013; 4(4):47-52-
dc.identifier.issn0313-5934-
dc.identifier.urihttp://hdl.handle.net/2440/81862-
dc.description.abstractRisk-on risk-off (RORO) effects were present in Australian and international financial markets from July 2007 to December 2012. This study shows that a risk-parity portfolio which combines both equities and bonds generates a higher Sharpe ratio than investing in either equities or bonds alone over a sample period incorporating both RORO and non-RORO periods. An earlier version of the paper was presented to the 2013 Australian Centre for Financial Studies' Melbourne Money and Finance Conference.-
dc.description.statementofresponsibilityTariq Haque-
dc.language.isoen-
dc.publisherSecurities Institute of Australia-
dc.rightsCopyright status unknown-
dc.source.urihttp://www.finsia.com/docs/jassa/risk-on-risk-off-implications-for-investors-in-the-australian-stock-and-bond-markets-nbsp-.pdf?sfvrsn=0-
dc.titleRisk-on risk-off: implications for investors in the Australian stock and bond markets-
dc.typeJournal article-
pubs.publication-statusPublished-
dc.identifier.orcidHaque, T. [0000-0003-2988-2556]-
Appears in Collections:Aurora harvest 4
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