International Asset Pricing and the Benefits from World Market Diversification
(2002) In Working Papers, Department of Economics. Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1386986
- author
- Nilsson, Birger LU
- organization
- publishing date
- 2002
- type
- Working paper/Preprint
- 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 University
- 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
- 2016-04-04 10:40:32
- date last changed
- 2018-11-21 21:00:08
@misc{4362b278-d657-4cc6-9e02-a0ab5853db0d, author = {{Nilsson, Birger}}, keywords = {{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 University}}, series = {{Working Papers, Department of Economics. Lund University}}, title = {{International Asset Pricing and the Benefits from World Market Diversification}}, url = {{https://lup.lub.lu.se/search/files/5594820/2060039}}, year = {{2002}}, }