A mean-variance diagnosis of the financial crisis: International diversification and safe havens
Year of publication: |
2010
|
---|---|
Authors: | Eptas, Alexander ; Leger, Lawrence A. |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 3.2010, 1, p. 97-117
|
Publisher: |
Basel : MDPI |
Subject: | Mean-Variance | Financial Crisis | Diversification | Safe Havens |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm3010097 [DOI] 871942941 [GVK] hdl:10419/178526 [Handle] |
Classification: | G00 - Financial Economics. General ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
-
A mean-variance diagnosis of the financial crisis : international diversification and safe havens
Eptas, Alexander, (2010)
-
A Mean-Variance Diagnosis of the Financial Crisis: International Diversification and Safe Havens
Eptas, Alexander, (2010)
-
The Curious Case of Portfolio Selection : Analysis of Correlations and Diversification over Time
Oskay, Bora, (2018)
- More ...
-
A Mean-Variance Diagnosis of the Financial Crisis: International Diversification and Safe Havens
Eptas, Alexander, (2010)
-
A mean-variance diagnosis of the financial crisis : international diversification and safe havens
Eptas, Alexander, (2010)
-
Jiang, Fei, (2010)
- More ...