Geographical Versus Industrial Diversification: A Mean Variance Spanning Approach

This paper deals with the country allocation provides benefits over industry allocation in a sample of European country and industry indexes.

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005843478