Time-varying correlations and optimal allocation in emerging market equities for the US investors
Heung-Joo Cha and Thadavillil Jithendranathan
| Year of publication: |
2009
|
|---|---|
| Authors: | Cha, Heung-Joo ; Jithendranathan, Thadavillil |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 14.2009, 2, p. 172-187
|
| Subject: | Emerging markets | portfolio diversification | time-varying correlations | Schwellenländer | Emerging economies | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Portfolio-Investition | Foreign portfolio investment | Aktienmarkt | Stock market | Theorie | Theory | Volatilität | Volatility | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| 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/10003824847