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Modelling implications of the instability of the mean-variance paradigm in international finance

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  • Mitchell, Jason

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  • Mitchell, Jason, 1995. "Modelling implications of the instability of the mean-variance paradigm in international finance," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 417-423.
    • Handle: RePEc:eee:matcom:v:39:y:1995:i:3:p:417-423
    DOI: 10.1016/0378-4754(94)00093-5
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    References listed on IDEAS

    as
    1. 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 1311-1324, December.
    2. Madura, Jeff, 1985. "International portfolio construction," Journal of Business Research, Elsevier, vol. 13(1), pages 87-95, February.
    3. Kaplanis, Evi C., 1988. "Stability and forecasting of the comovement measures of international stock market returns," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 63-75, March.
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