A review of recent developments in international portfolio selection
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References listed on IDEAS
- 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.
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- Nahum Biger, 1979. "Exchange Risk Implications of International Portfolio Diversification," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 10(2), pages 63-74, June.
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- Bracker, Kevin & Koch, Paul D., 1999. "Economic determinants of the correlation structure across international equity markets," Journal of Economics and Business, Elsevier, vol. 51(6), pages 443-471.
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Keywordsdiversification; correlation; ex-ante strategies; currency risk; hedging;
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