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Risk Reduction by Diversification in the Nordic Stock Markets

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  • Haavisto, Tarmo
  • Hansson, Bjorn

Abstract

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Suggested Citation

  • Haavisto, Tarmo & Hansson, Bjorn, 1992. " Risk Reduction by Diversification in the Nordic Stock Markets," Scandinavian Journal of Economics, Wiley Blackwell, vol. 94(4), pages 581-588.
  • Handle: RePEc:bla:scandj:v:94:y:1992:i:4:p:581-88
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    Cited by:

    1. Bugar, Gyöngyi & Maurer, Raimond, 2001. "International equity portfolios and currency hedging : the viewpoint of German and Hungarian investors," Papers 01-10, Sonderforschungsbreich 504.
    2. Ed Westerhout, 1998. "The Attractiveness of the EMU Exchange Rate Stabilization Program," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 25(3), pages 309-329, January.
    3. Rizwan Mushtaq & Syed Zulfiqar Ali Shah, 2014. "International Portfolio Diversification: United States and South Asian Equity Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 61(2), pages 241-252, March.
    4. Liljeblom, Eva & Loflund, Anders & Krokfors, Svante, 1997. "The benefits from international diversification for Nordic investors," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 469-490, April.
    5. Ed Westerhout, 2002. "The Capital Tax and Welfare Effects from Asymmetric Information on Equity Markets," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 9(3), pages 219-233, May.
    6. Hatemi-J, Abdulnasser & Roca, Eduardo, 2006. "A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods," Economic Modelling, Elsevier, vol. 23(6), pages 993-1007, December.
    7. Ho, Kwok & Milevsky, Moshe Arye & Robinson, Chris, 1999. "International equity diversification and shortfall risk," Financial Services Review, Elsevier, vol. 8(1), pages 11-25.

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