Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis
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- Oehler, Andreas & Wendt, Stefan & Horn, Matthias, 2017. "Are investors really home-biased when investing at home?," Research in International Business and Finance, Elsevier, vol. 40(C), pages 52-60.
- Andreas Oehler & Stefan Wendt & Matthias Horn, 2016. "Internationalization of Blue-Chip versus Mid-Cap Stock Indices: an Empirical Analysis for France, Germany, and the UK," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(4), pages 501-518, December.
- Nafeesa Yunus, 2013. "Dynamic interactions among property types: International evidence based on cointegration tests," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 31(2), pages 135-159, March.
More about this item
KeywordsiShares; International portfolios; Cointegration; Portfolio performance; F30; G11; G15;
- F30 - International Economics - - International Finance - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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