Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis
| Year of publication: |
2011
|
|---|---|
| Authors: | Phengpis, Chanwit ; Swanson, Peggy |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 36.2011, 2, p. 269-286
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| Publisher: |
Springer |
| Subject: | iShares | International portfolios | Cointegration | Portfolio performance |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925893