International diversification : an extreme value approach
Lorán Chollete; Peña,Victor de la; Ching-Chih Lu
| Year of publication: |
2012
|
|---|---|
| Authors: | Chollete, Lorán ; Peña, Victor ; Lu, Ching-chih |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 3, p. 871-885
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| Subject: | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Ausreißer | Outliers | Internationaler Finanzmarkt | International financial market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009542394