Cojumps and Asset Allocation in International Equity Markets
Year of publication: |
2018
|
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Authors: | Arouri, Mohamed |
Other Persons: | M’saddek, Oussama (contributor) ; Nguyen, Duc Khuong (contributor) ; Pukthuanthong, Kuntara (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory | Welt | World |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Economic Dynamics and Control, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 18, 2018 erstellt |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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