Subject
Economics and Econometrics,Finance
Reference37 articles.
1. Ahn, D., Cao, C. Q., & Huang, J. (2004). Factor analysis and mean-variance spanning of option returns. Working Paper.
2. International portfolio diversification with generalized expected utility preferences;Aizenman;Canadian Journal of Economics,1999
3. An exact Bayes test of asset pricing with application to international markets;Avramov;Journal of Business,2006
4. Diversification, integration, and emerging market closed-end funds;Bekaert;Journal of Finance,1996
5. The sampling error in estimates of mean-variance efficient portfolio weights;Britten-Jones;Journal of Finance,1999
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献