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The benefits from international diversification for Nordic investors

  • Liljeblom, Eva
  • Loflund, Anders
  • Krokfors, Svante

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File URL: http://www.sciencedirect.com/science/article/B6VCY-3SWXN3P-2/2/d56fb8faa37ebba399cb28e729d05f68
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 21 (1997)
Issue (Month): 4 (April)
Pages: 469-490

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Handle: RePEc:eee:jbfina:v:21:y:1997:i:4:p:469-490
Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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  1. Arshanapalli, Bala & Doukas, John, 1993. "International stock market linkages: Evidence from the pre- and post-October 1987 period," Journal of Banking & Finance, Elsevier, vol. 17(1), pages 193-208, February.
  2. Bertero, Elisabetta & Mayer, Colin, 1989. "Structure and Performance: Global Interdependence of Stock Markets Around the Crash of October 1987," CEPR Discussion Papers 307, C.E.P.R. Discussion Papers.
  3. Jorion, Philippe, 1986. "Bayes-Stein Estimation for Portfolio Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(03), pages 279-292, September.
  4. Jorion, Philippe, 1985. "International Portfolio Diversification with Estimation Risk," The Journal of Business, University of Chicago Press, vol. 58(3), pages 259-78, July.
  5. Le, S. V., 1991. "International investment diversification before and after the October 19, 1987 stock market crisis," Journal of Business Research, Elsevier, vol. 22(4), pages 305-310, June.
  6. Eun, Cheol S & Resnick, Bruce G, 1984. " Estimating the Correlation Structure of International Share Prices," Journal of Finance, American Finance Association, vol. 39(5), pages 1311-24, December.
  7. Jobson, J D & Korkie, Bob M, 1981. "Performance Hypothesis Testing with the Sharpe and Treynor Measures," Journal of Finance, American Finance Association, vol. 36(4), pages 889-908, September.
  8. Lessard, Donald R, 1973. "International Portfolio Diversification: A Multivariate Analysis for a Group of Latin American Countries," Journal of Finance, American Finance Association, vol. 28(3), pages 619-33, June.
  9. Levy, Haim & Lim, Kok Chew, 1994. "Forward exchange bias, hedging and the gains from international diversification of investment portfolios," Journal of International Money and Finance, Elsevier, vol. 13(2), pages 159-170, April.
  10. Eun, Cheol S & Resnick, Bruce G, 1988. " Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection," Journal of Finance, American Finance Association, vol. 43(1), pages 197-215, March.
  11. Haavisto, Tarmo & Hansson, Bjorn, 1992. " Risk Reduction by Diversification in the Nordic Stock Markets," Scandinavian Journal of Economics, Wiley Blackwell, vol. 94(4), pages 581-88.
  12. Levy, Haim & Sarnat, Marshall, 1970. "International Diversification of Investment Portfolios," American Economic Review, American Economic Association, vol. 60(4), pages 668-75, September.
  13. Wayne E. Ferson & Campbell R. Harvey, 1994. "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers 4622, National Bureau of Economic Research, Inc.
  14. Cheol S. Eun & Bruce G. Resnick, 1994. "International Diversification of Investment Portfolios: U.S. and Japanese Perspectives," Management Science, INFORMS, vol. 40(1), pages 140-161, January.
  15. Harvey, Campbell R, 1991. " The World Price of Covariance Risk," Journal of Finance, American Finance Association, vol. 46(1), pages 111-57, March.
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