Small caps in international equity portfolios: the effects of variance risk
| Year of publication: |
2009
|
|---|---|
| Authors: | Guidolin, Massimo ; Nicodano, Giovanna |
| Published in: |
Annals of Finance. - Springer. - Vol. 5.2009, 1, p. 15-48
|
| Publisher: |
Springer |
| Subject: | Intertemporal portfolio choice return predictability | Co-skewness and co-kurtosis | International portfolio diversification |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701382