How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods

The question that this paper raise in this paper is how to choose the best mix of countries to diversify internationally? They compare several methods of asset allocation from a Swiss perspective over the period 1988-2001.

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Year of publication:	2001-10-08
Authors:	Barras, Laurent ; Isakov, Dušan
Institutions:	Université <Genève> / Section des Hautes Etudes Commerciales
Subject:	Bewertung \| Portfoliomanagement \| portfolio management \| Diversifikation \| Diversification gains \| Empirische Forschung \| empirical research \| Wertpapieranalyse \| 1988 - 2001

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Extent:	126976 bytes 24 p. application/pdf
Series:	Université Genève - Hautes Études Commerciales - Publications Les cahiers de recherche ; 2001/07
Type of publication:	Book / Working Paper
Language:	English
Classification:	G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets ; Financial theory ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005843298