An Economic Measure of Diversification Benefits
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- Fletcher, Jonathan & Marshall, Andrew, 2005. "An empirical examination of the benefits of international diversification," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 455-468, December.
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Keywords
Measuring Diversification Benefits; Asset Allocation; Short Sale Constraint;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2004-07-18 (Risk Management)
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