Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
Year of publication: |
2002-02-15
|
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Authors: | Nilsson, Birger |
Institutions: | Nationalekonomiska Institutionen, Ekonomihögskolan |
Subject: | stock market liberalization | excess volatility | portfolio diversification | multivariate regime-switching models | simulated annealing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers Number 2002:4 30 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets ; G18 - Government Policy and Regulation |
Source: |
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Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
Nilsson, Birger, (2002)
-
International Asset Pricing and the Benefits from World Market Diversification
Nilsson, Birger, (2002)
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International Asset Pricing and the Benefits from World Market Diversification
Nilsson, Birger, (2002)
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International Asset Pricing and the Benefits from World Market Diversification
Nilsson, Birger, (2002)
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Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
Graflund, Andreas, (2002)
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Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK
Hagströmer, Björn, (2007)
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