Optimal Diversification within Multi-Asset Portfolio Using a Conditional Heteorscedasticity Approach : Evidence from the US and the UK
ContributorsGiliberto, Michael; Hamelink, Foort; Hoesli, Martin E.; MacGregor, Bryan
Collection
- Cahiers de recherche; 1996.12
Publication date1996
Abstract
Affiliation
Citation (ISO format)
GILIBERTO, Michael et al. Optimal Diversification within Multi-Asset Portfolio Using a Conditional Heteorscedasticity Approach : Evidence from the US and the UK. 1996
Identifiers
- PID : unige:5948