Optimal International Diversification: Theory and Practice from a Swiss Investor's Perspective

This paper reviews some recent developments in the area of optimal international portfolio diversification and investigates important issues for future research.

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Year of publication:	2000-10-01
Authors:	Hamelink, Foort
Publisher:	International Center for Financial Asset Management and Engineering (FAME) <Genf>
Subject:	Hedging \| Portfolio Selection \| ARCH-Prozess \| Währungsrisiko \| currency risk

Table of Contents
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1. Introduction
2. Asset pricing models
3. A general Portfolio Allocation Model
4. Empirical tests
5. Conclusion

Persistent link: https://www.econbiz.de/10005843227