International Asset Pricing and the Benefits from World Market Diversification

Research output: Working paper

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Authors
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Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics

Keywords

  • international asset pricing, portfolio diversification, asymmetric and non-diagonal multivariate GARCH, simulated annealing
Original languageEnglish
PublisherDepartment of Economics, Lund University
Publication statusPublished - 2002
Publication categoryResearch

Publication series

NameWorking Papers, Department of Economics. Lund University
No.1

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