International Asset Pricing and the Benefits from World Market Diversification
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References listed on IDEAS
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More about this item
Keywordsinternational asset pricing; portfolio diversification; asymmetric and non-diagonal multivariate GARCH; simulated annealing;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-02-10 (All new papers)
- NEP-FMK-2002-02-15 (Financial Markets)
- NEP-PKE-2002-02-15 (Post Keynesian Economics)
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