Portfolio Diversification in Europe

This paper anwers the question if the euro and accompanying measures of financial integration had a discernable impact on the degree of diversification of European investors?

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Year of publication:	2003-04-01
Authors:	Adjaoute, Kpate ; Danthine, Jean-Pierre ; Isakov, Dusan : HP01980452
Publisher:	International Center for Financial Asset Management and Engineering (FAME) <Genf>
Subject:	Capital-Asset-Pricing-Modell \| Portfolio Selection \| Portfoliomanagement \| portfolio management \| Diversifikation \| Diversification gains \| Arbitrage-Pricing-Theorie \| Arbitrage-Pricing-theory \| Europäische Union Wirtschafts- und Währungsunion \| Kapitalmarkttheorie

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1. Introduction
2. Consumption
3. A look at portfolio composition
4. The CAPM view
5. The multi-factor approach
6. Can the multi-factor perspective rationalze the shift in asset allocation paradigm?

Persistent link: https://www.econbiz.de/10005843486