International asset allocation: A new perspective

Journal of Banking and Finance

Volumn 27, Issue 11, 2003, Pages 2203-2230

  Lioui, Abraham ^a   Poncet, Patrice ^b,c  

^a BAR ILAN UNIVERSITY   (Israel)

^b UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^c ESSEC BUSINESS SCHOOL   (France)

Author keywords

Asset return predictability; Currency risk premium; Interest rate risk; International portfolio theory; Market prices of risk

Indexed keywords

EID: 0141465049     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(02)00325-4     Document Type: Article

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