International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?
Guoli Mo, Chunzhi Tan, Weiguo Zhang, Fang Liu
| Year of publication: |
2019
|
|---|---|
| Authors: | Mo, Guoli ; Tan, Chunzhi ; Zhang, Weiguo ; Liu, Fang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 47.2019, p. 168-183
|
| Subject: | Conditional value-at-risk (CVaR) | International portfolio | Spatiotemporal correlation | Stock index | Value-at-risk (VaR) | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Aktienindex | Korrelation | Correlation | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117833