The role of time-varying return forecasts for improving international diversification benefits
Year of publication: |
July 2017
|
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Authors: | Miralles-Quirós, María del Mar ; Miralles-Quirós, José Luis |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 22.2017, 3, p. 201-215
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Subject: | developed markets | emerging markets | out-of-sample evaluation | return predictability | volatility timing | Prognoseverfahren | Forecasting model | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
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