International Diversification with Large- and Small-Cap Stocks
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 43 (2008)
Issue (Month): 02 (June)
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- Didier, Tatiana & Rigobon, Roberto & Schmukler, Sergio L., 2011.
"Unexploited gains from international diversification : patterns of portfolio holdings around the world,"
Policy Research Working Paper Series
5524, The World Bank.
- Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2010. "Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World," NBER Working Papers 16629, National Bureau of Economic Research, Inc.
- Chen, Hsuan-Chi & Chung, San-Lin & Ho, Keng-Yu, 2011. "The diversification effects of volatility-related assets," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1179-1189, May.
- Bai, Ye & Green, Christopher J. & Leger, Lawrence, 2012. "Industry and country factors in emerging market returns: Did the Asian crisis make a difference?," Emerging Markets Review, Elsevier, vol. 13(4), pages 559-580.
- Chen, Hsuan-Chi & Ho, Keng-Yu, 2009. "Do IPO index portfolios improve the investment opportunities for mean-variance investors?," Finance Research Letters, Elsevier, vol. 6(3), pages 159-170, September.
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