International portfolio diversification and multilateral effects of correlations
Year of publication: |
April 2016
|
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Authors: | Bergin, Paul R. ; Pyun, Ju Hyun |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 62.2016, p. 52-71
|
Subject: | Stock return correlation | Bilateral equity holdings | International portfolio diversification | Multi-country model | Equity home bias | Correlation puzzle | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Welt | World | Korrelation | Correlation | Portfoliodiversifikation | Portfolio diversification | Internationaler Finanzmarkt | International financial market | Portfolio-Investition | Foreign portfolio investment | Börsenkurs | Share price | Schätzung | Estimation | Industrieländer | Industrialized countries | Aktienmarkt | Stock market |
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