Optimization, cointegration and diversification gains from international portfolios : an out-of-sample analysis
Chanwit Phengpis; Peggy E. Swanson
| Year of publication: |
2011
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|---|---|
| Authors: | Phengpis, Chanwit ; Swanson, Peggy Eubanks |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 36.2011, 2, p. 269-286
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| Subject: | iShares | International portfolios | Cointegration | Portfolio performance | Portfolio-Management | Portfolio selection | Kointegration | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory | Kapitaleinkommen | Capital income | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009272498