Michael Giliberto

JPMorgan Asset Management

Managing Director

522 Fifth Avenue

New York, NY 10036

United States

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Scholarly Papers (1)

1.

Optimal Diversification within Mixed-Asset Portfolios Using a Conditional Heteroskedasticity Approach: Evidence from the U.S. And the U.K.

Posted: 16 Apr 1999
Michael Giliberto, Foort Hamelink, Martin Hoesli and Bryan MacGregor
JPMorgan Asset Management, Lombard Odier Asset Management (SA), University of Geneva - Geneva School of Economics and Management (GSEM) and University of Aberdeen - Centre for Property Research

Abstract:

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