International Asset Pricing and the Benefits from World Market Diversification
Författare
Avdelning/ar
Publiceringsår
2002
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers, Department of Economics. Lund University
Issue
1
Fulltext
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Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- international asset pricing
- portfolio diversification
- asymmetric and non-diagonal multivariate GARCH
- simulated annealing
Status
Published