Dynamic conditional correlations of the MINTs with the BRICs and the major markets : a first look to a globally diversified portfolio
Stavros Stavroyiannis, Vassilis Babalos
| Year of publication: |
2017
|
|---|---|
| Authors: | Stavroyiannis, Stavros ; Babalos, Vassilios |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 19.2017, 6, p. 671-686
|
| Subject: | MINTs | BRICs | dynamic conditional correlation | Markowitz portfolio | Portfolio-Management | Portfolio selection | BRICS-Staaten | BRICS countries | Korrelation | Correlation |
| 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/10011953592