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matuni
Topic Author
Posts: 9
Joined: April 13th, 2009, 6:56 pm

Proxy for Corporate Bonds Asset Class

May 20th, 2009, 9:26 am

Hi all,I am testing the impact of an higher moments optimization tool for asset allocation on commodities futures.I built an opportunity set including proxies of stocks, cash, commodities asset class.But I have no idea which (world or US) index I should use for the corporate bond asset class.Any suggestions?Thanx in advance!!MAT
 
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ntruwant
Posts: 121
Joined: August 3rd, 2004, 9:50 am

Proxy for Corporate Bonds Asset Class

June 12th, 2009, 9:19 pm

depends if you want just the credit risk or all risks: but there are the iboxx and itrax indices you can use from bloomberg
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