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An optimal world portfolio on the eve of World War One: Was there a bias to investing in the New World rather than in Europe?

Author

Listed:
  • Cécile Edlinger

    (BETA Research Center, University of Nancy 2)

  • Maxime Merli

    (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg)

  • Antoine Parent

    (BETA Research Center, University of Nancy 2)

Abstract

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Suggested Citation

  • Cécile Edlinger & Maxime Merli & Antoine Parent, 2011. "An optimal world portfolio on the eve of World War One: Was there a bias to investing in the New World rather than in Europe?," Working Papers 11-05, Association Française de Cliométrie (AFC).
    • Handle: RePEc:afc:wpaper:11-05
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    File URL: http://www.cliometrie.org/images/wp/AFC_WP_05-2011.pdf
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    Cited by:

    1. Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018. "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center 2018-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.

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