The reality of stock market jumps diversification
Year of publication: |
2018
|
---|---|
Authors: | Chen, Mark Ke ; Vitiello, Luiz ; Hyde, Stuart ; Poon, Ser-Huang |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 86.2018, p. 171-188
|
Subject: | Asset allocation | International portfolio diversification | Home bias | Systemic and idiosyncratic jumps | Jump news | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Volatilität | Volatility | Portfoliodiversifikation | Portfolio diversification | Diversifikation | Diversification | Internationaler Finanzmarkt | International financial market | Portfolio-Investition | Foreign portfolio investment | Kapitaleinkommen | Capital income | Systematischer Fehler | Bias |
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