منابع مشابه
Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners: an empirical note
Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners: an empirical note Tsangyao Chang , Chien-Chung Nieh & Ching-Chun Wei To cite this article: Tsangyao Chang , Chien-Chung Nieh & Ching-Chun Wei (2006) Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading pa...
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A salient characteristic of recent developments in international financial markets is that the share of international assets in investors’ portfolios has increased. Taking the increase in international integration and consumption risk sharing among industrialized countries as given, this paper estimates the risk-aversion coefficient of a representative global investor who is concerned about the...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2015
ISSN: 1556-5068
DOI: 10.2139/ssrn.2573644