Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 36 (2011)
Issue (Month): 2 (February)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
iShares; International portfolios; Cointegration; Portfolio performance; F30; G11; G15;
Find related papers by JEL classification:
- F30 - International Economics - - International Finance - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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