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International Asset Pricing and the Benefits from World Market Diversification

Nilsson, Birger LU (2002) In Working Papers, Department of Economics. Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
international asset pricing, portfolio diversification, asymmetric and non-diagonal multivariate GARCH, simulated annealing
in
Working Papers, Department of Economics. Lund University
issue
1
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
4362b278-d657-4cc6-9e02-a0ab5853db0d (old id 1386986)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2002_001.htm
date added to LUP
2009-04-20 12:27:24
date last changed
2016-04-16 08:12:54
@misc{4362b278-d657-4cc6-9e02-a0ab5853db0d,
  author       = {Nilsson, Birger},
  keyword      = {international asset pricing,portfolio diversification,asymmetric and non-diagonal multivariate GARCH,simulated annealing},
  language     = {eng},
  note         = {Working Paper},
  number       = {1},
  publisher    = {Department of Economics, Lund Universtiy},
  series       = {Working Papers, Department of Economics. Lund University},
  title        = {International Asset Pricing and the Benefits from World Market Diversification},
  year         = {2002},
}