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

41 Pages Posted: 13 Sep 2005

See all articles by Frans de Roon

Frans de Roon

Tilburg University - Department of Finance

Esther Eiling

University of Amsterdam - Amsterdam Business School

Bruno Gerard

BI Norwegian Business School - Department of Finance

Date Written: 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'.

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

JEL Classification: G11, G15

Suggested Citation

de Roon, Frans A. and 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: https://ssrn.com/abstract=796764 or http://dx.doi.org/10.2139/ssrn.796764

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 Amsterdam - Amsterdam Business School ( email )

Plantage Muidergracht 12
Amsterdam, 1018 TV
Netherlands

Bruno Gerard

BI Norwegian Business School - Department of Finance ( email )

Nydalsveien 37
Oslo, N-0484
Norway
+4746410506 (Phone)

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