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International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios - Appendix Containing Auxiliary Results


Frans De Roon


Tilburg University - Department of Finance

Esther Eiling


University of Toronto - Joseph L. Rotman School of Management

Bruno Gerard


Norwegian School of Management (BI) - Department of Financial Economics
September 2005


Abstract:     
We provide all auxiliary results that are not included in the paper 'International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios'.

Number of Pages in PDF File: 41

Keywords: International Financial Markets, Mean-variance Efficiency, Style analysis, EMU

JEL Classification: G11, G15

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Date posted: September 13, 2005  

Suggested Citation

De Roon, Frans A., Eiling, Esther and Gerard, Bruno, International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios - Appendix Containing Auxiliary Results (September 2005). Available at SSRN: http://ssrn.com/abstract=796764 or http://dx.doi.org/10.2139/ssrn.796764

Contact Information

Frans A. De Roon
Tilburg University - Department of Finance ( email )
P.O. Box 90153
Tilburg, 5000 LE
Netherlands
+31 1 3466 8361/3025 (Phone)
+31 1 3466 2875 (Fax)
Esther Eiling (Contact Author)
University of Toronto - Joseph L. Rotman School of Management ( email )
Toronto, Ontario M5S 3E6
Canada
+1-416-946-3121 (Phone)
+1-416-971-3048 (Fax)
Bruno Gerard
Norwegian School of Management BI - Department of Financial Economics ( email )
N-0442 Oslo
Norway
Feedback to SSRN (Beta)


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