Small caps in international equity portfolios: The effects of variance risk

Annals of Finance

Volumn 5, Issue 1, 2009, Pages 15-48

  Guidolin, Massimo ^a   Nicodano, Giovanna ^b  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b UNIVERSITY OF TURIN   (Italy)

Author keywords

Co skewness and co kurtosis; International portfolio diversification; Intertemporal portfolio choice return predictability

Indexed keywords

EID: 54949104352     PISSN: 16142446     EISSN: 16142454     Source Type: Journal    
DOI: 10.1007/s10436-007-0090-2     Document Type: Article

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