Systematic risk and international portfolio choice
Sanjiv Ranjan and Raman Uppal
| Year of publication: |
2004
|
|---|---|
| Authors: | Das, Sanjiv R. ; Uppal, Raman |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 6, p. 2809-2834
|
| Subject: | Jump diffusion | Portfolio-Management | Portfolio selection | Risiko | Risk | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10002503877