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Optimization, cointegration and diversification gains from international portfolios : an out-of-sample analysis
Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-286
Persistent link: https://www.econbiz.de/10009272498
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Effects of economic convergence on stock market returns in major EMU member countries
Phengpis, Chanwit; Apilado, Vince P.; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 207-227
Persistent link: https://www.econbiz.de/10002418330
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Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis
Phengpis, Chanwit; Swanson, Peggy E. - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-287
Persistent link: https://www.econbiz.de/10008814484
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Effects of Economic Convergence on Stock Market Returns in Major EMU Member Countries
Phengpis, Chanwit; Apilado, Vince P.; Swanson, Peggy E. - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 207-228
Persistent link: https://www.econbiz.de/10007152364