Who Tames the Celtic Tiger? Portfolio Implications from aMultivariate Markov Switching Model
Year of publication: |
2006
|
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Authors: | Guidolin, Massimo ; Hyde, Stuart |
Institutions: | Manchester Business School |
Subject: | Portfolio Selection | Markov-Modell | Markov Models | Internationaler Aktienmarkt | Diversifikation | Diversification gains | Korrelation | Default Correlations |
Extent: | 1173504 bytes 45 p. application/pdf |
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Series: | Working Paper ; No. 467 (2006) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Financial theory ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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