scientific article; zbMATH DE number 1500693

MaRDI QIDQ4501718zbMATH OpenFDO

Authors Maria Bonilla, Amparo Medal

Publication date 2 April 2001

zbMATH Keywords

investmentsportfolio diversificationreturn-risk framework

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors
• Internationally Diversified Investment Using an Integrated Portfolio Model
• International portfolio choice under multi-factor stochastic volatility
• British Investment Overseas 1870–1913: A Modern Portfolio Theory Approach*
• An international portfolio optimization model hedged with forward currency contracts

Cited in

(3)

• International diversification benefits with foreign exchange investment styles
• International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors
• British Investment Overseas 1870–1913: A Modern Portfolio Theory Approach*

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