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Cross-sectional volatility asset returns over a single time period outperform benchmark decomposing methodology CVS contributinos individual factors global equity markets New Risk Modeling Methods
approaches capturing equity risk premia portfolio Worlf factor GEM2
Relative Strengths of Industry and Country Factors in Global Equity Markets, Industry versus country diversification
risk factor, accuracy, local importance, single, contry, model GEM2, portfolio, concentrated risk forecast
Industries versus countries, factor models, diversification emerging versus developed markets
Equity Investments, Equity Markets, Characteristics, Institutions, and Benchmarks, Portfolio Management, Portfolio Concepts from Capital Market Theory, Markowitz Portfolio Theory, Asset Allocation, Portfolio Theory Foundations, Risk Management
