Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis

✍ Scribed by Chanwit Phengpis; Peggy E. Swanson

• Book ID: 106516368
• Publisher: Springer US
• Year: 2010
• Tongue: English
• Weight: 240 KB
• Volume: 36
• Category: Article
• ISSN: 0924-865X
• DOI: 10.1007/s11156-010-0174-3