Regime switching, asymmetric correlation and international portfolio choices
Year of publication: |
2011
|
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Authors: | Abid, Fathi ; Bahloul, Slah |
Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 4.2011, 2, p. 172-194
|
Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Theorie | Theory | Welt | World | Portfolio-Investition | Foreign portfolio investment | Kapitaleinkommen | Capital income |
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