APA (7th ed.) Citation

Bouteska, A., Liang, X., & Zhao, S. (2026). Fixed-Income Diversification in Multi-Asset Portfolios: A Bayesian Copula Approach to Tail Risk and Hedging. Journal of Fixed Income, 36(1), 106. https://doi.org/10.3905/jfi.2026.005

Chicago Style (17th ed.) Citation

Bouteska, A., Xinyao Liang, and Shikuan Zhao. "Fixed-Income Diversification in Multi-Asset Portfolios: A Bayesian Copula Approach to Tail Risk and Hedging." Journal of Fixed Income 36, no. 1 (2026): 106. https://doi.org/10.3905/jfi.2026.005.

MLA (9th ed.) Citation

Bouteska, A., et al. "Fixed-Income Diversification in Multi-Asset Portfolios: A Bayesian Copula Approach to Tail Risk and Hedging." Journal of Fixed Income, vol. 36, no. 1, 2026, p. 106, https://doi.org/10.3905/jfi.2026.005.