International portfolio selection with exchange rate risk : a behavioural portfolio theory perspective
Year of publication: |
2013
|
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Authors: | Jiang, Chonghui ; Ma, Yongkai ; An, Yunbi |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 2, p. 648-659
|
Subject: | International portfolio selection | Exchange rate risk | Behavioural portfolio theory | Mean-variance efficiency | Theorie | Theory | Portfolio-Management | Portfolio selection | Währungsrisiko | CAPM |
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