Small caps in international equity portfolios : the effects of variance risk
Year of publication: |
2009
|
---|---|
Authors: | Guidolin, Massimo ; Nicodano, Giovanna |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 5.2009, 1, p. 15-48
|
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Statistische Verteilung | Statistical distribution | Varianzanalyse | Analysis of variance | Welt | World | 1999-2007 |
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