The role of time-varying return forecasts for improving international diversification benefits
Maria del Mar Miralles-Quiros, Jose Luis Miralles-Quiros
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Miralles-Quirós, María del Mar ; Miralles-Quirós, José Luis |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 22.2017, 3, p. 201-215
|
| Subject: | developed markets | emerging markets | out-of-sample evaluation | return predictability | volatility timing | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1578 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011960294