Small Caps in International Equity Portfolios: The Effects of Variance Risk
Year of publication: |
2005-02
|
---|---|
Authors: | Guidolin, Massimo ; Nicodano, Giovanna |
Institutions: | Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto |
Subject: | strategic asset allocation | markov-switching | size effects | liquidity (variance) risk |
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