Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis
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Volume (Year): 36 (2011)
Issue (Month): 2 (February)
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- Chen, Gong-meng & Firth, Michael & Meng Rui, Oliver, 2002. "Stock market linkages: Evidence from Latin America," Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1113-1141, June.
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