Optimal International Diversification: Theory and Practice from a Swiss Investor’s Perspective
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- Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002. "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften dp0212, Universitaet Bern, Departement Volkswirtschaft.
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KeywordsSwiss institutional investors; mixed-asset portfolios; conditional asset allocation; hedging currency risk; QTARCH model; international portfolios; foreign exchange forecasting.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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