Buch, Claudia M. (contributor); … - 2005
located in France, Germany, the U.K., and the U.S. under different assumptions about currency hedging. We compare these …-variance portfolio model as a benchmark, we compute the optimally
diversified portfolio for banks located in France, Germany, the U … located in four major economies (France, Germany, the U.K., and the
U.S.) from 1995 to 1999. Our data measure direct cross …