Cross-border equity portfolio choices and the diversification motive : a fractional regression approach
Year of publication: |
2013
|
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Authors: | Pericoli, E. M. ; Pierucci, E. ; Ventura, Luigi |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 121.2013, 2, p. 282-286
|
Subject: | Portfolio choice | Risk sharing | Fractional regression models | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Theorie | Theory | Diversifikation | Diversification | Schätzung | Estimation |
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