Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001
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- Hamelink, F. & Hoesli, M., 2002. "What factors determine real estate security returns?," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- M. Vermorken & A. Szafarz & H. Pirotte, 2010.
"Sector classification through non-Gaussian similarity,"
Applied Financial Economics, Taylor & Francis Journals, vol. 20(11), pages 861-878.
- Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector classification through non-Gaussian similarity," Working Papers CEB 08-032.RS, ULB -- Universite Libre de Bruxelles.
- Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2010. "Sector Classification through non-Gaussian Similarity," ULB Institutional Repository 2013/95542, ULB -- Universite Libre de Bruxelles.
- Foort Hamelink & Martin Hoesli, 2004.
"What Factors Determine International Real Estate Security Returns?,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(3), pages 437-462, September.
- Foort Hamelink & Martin Hoesli, 2002. "What Factors Determine International Real Estate Security Returns?," ERES eres2002_196, European Real Estate Society (ERES).
- Hamelink, Foort & Hoesli, Martin, 2002. "What Factors Determine International Real Estate Security Returns?," SIFR Research Report Series 7, Institute for Financial Research.
- Foort HAMELINK & Martin HOESLI, 2003. "What Factors Determine International Real Estate Security Returns?," FAME Research Paper Series rp50, International Center for Financial Asset Management and Engineering.
- Faias, José A. & Ferreira, Miguel A., 2017.
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- Jose Faias & Miguel Ferreira & Pedro Santa-Clara & Pedro Matos, 2011. "Does Institutional Ownership Matter for International Stock Return Comovement?," EcoMod2011 3038, EcoMod.
- Joliet, Robert & Hubner, Georges, 2008.
"Corporate international diversification and the cost of equity: European evidence,"
Journal of International Money and Finance, Elsevier, vol. 27(1), pages 102-123, February.
- R. Joliet & G. Hübner, 2008. "Corporate international diversification and the cost of equity: European evidence," Post-Print hal-00787167, HAL.
- Marie-Paule Laurent, 2003. "Indices as diversification instruments in Europe," Working Papers CEB 03-004.RS, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006. "Sector diversification during crises: a European perspective," DULBEA Working Papers 06-07.RS, ULB -- Universite Libre de Bruxelles.
- Huij, Joop & Derwall, Jeroen, 2011. "Global equity fund performance, portfolio concentration, and the fundamental law of active management," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 155-165, January.
- Sergio M. Focardi & Frank J. Fabozzi, 2013. "Factor Uniqueness In The S&P 500 Universe: Can Proprietary Factors Exist?," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-20.
- Maximilian A M Vermorken, 2011. "GICS or ICB, how different is similar?," Journal of Asset Management, Palgrave Macmillan, vol. 12(1), pages 30-44, April.
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