A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods
Abdulnasser Hatemi-J, Eduardo Roca
| Year of publication: |
2006
|
|---|---|
| Authors: | Hatemi-J, Abdulnasser ; Roca, Eduardo |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 23.2006, 6, p. 993-1007
|
| Subject: | Portfolio-Management | Portfolio selection | International | Kausalanalyse | Causality analysis | USA | United States | Großbritannien | United Kingdom | Japan | Bootstrap-Verfahren | Bootstrap approach | 1970-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003387615