International portfolio diversification and multilateral effects of correlations
Paul R. Bergin, Ju Hyun Pyun
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Bergin, Paul R. ; Pyun, Ju Hyun |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 62.2016, p. 52-71
|
| Subject: | Stock return correlation | Bilateral equity holdings | International portfolio diversification | Multi-country model | Equity home bias | Correlation puzzle | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Portfoliodiversifikation | Portfolio diversification | Kapitaleinkommen | Capital income | Welt | World | Internationaler Finanzmarkt | International financial market | Portfolio-Investition | Foreign portfolio investment | Aktienmarkt | Stock market | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2015.12.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011668307