International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios - Appendix Containing Auxiliary Results
Frans De Roon
Tilburg University - Department of Finance
University of Toronto - Joseph L. Rotman School of Management
Norwegian School of Management (BI) - Department of Financial Economics
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, G15working papers series
Date posted: September 13, 2005
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
This page was processed by apollo3 in 0.485 seconds