International Dynamic Asset Allocation and Return Predictability
Author:
Publisher
Wiley
Subject
Finance,Business, Management and Accounting (miscellaneous),Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-5957.2010.02195.x/fullpdf
Reference15 articles.
1. Abhyankar , A. D. Basu A. Stremme 2007 The Optimal Use of Asset Return Predictability: An Empirical Analysis
2. Baele , L. K. Inghelbrecht 2008 Time Varying Integration, the Euro and International Diversification Strategies
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4. The Sampling Error in Estimates of Mean-Variance Efficient Portfolio Weights;Britten-Jones;Journal of Finance,1999
5. Increased Correlation in Bear Markets: A Downside Risk Perspective;Campbell;Financial Analysts Journal,2002
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