Geographical Versus Industrial Diversification: A Mean Variance Spanning Approach
| Year of publication: |
2003-04-01
|
|---|---|
| Authors: | Ehling, Paul ; Ramos, Sofia B. |
| Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
| Subject: | Portfolio Selection | Portfoliomanagement | portfolio management | Diversifikation | Diversification gains | Europäische Union Wirtschafts- und Währungsunion | Entscheidungsregel |
- 1. Introduction
- 2. The set-up
- 3. Data
- 4. Empirical results
- 5. Conclusions
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