haku: @author Fischer, E. O. / yhteensä: 13
viite: 8 / 13
| Tekijä: | Fischer, E. O. Keber, C. |
| Otsikko: | Risikoanalyse internationaler Aktienportefeuilles |
| Lehti: | Zeitschrift für Betriebswirtschaft
1997 : VOL. 67:3, p. 333-360 |
| Asiasana: | PORTFOLIO INVESTMENT DIVERSIFICATION INTERNATIONAL CAPITAL MARKET EMPIRICAL RESEARCH RISK MANAGEMENT SECURITIES |
| Kieli: | ger |
| Tiivistelmä: | In this paper we empirically investigate internationally diversified portfolios. We use a modified classic International Capital Asset Pricing Model and naive estimators of the relevant risk parameters. The empirically results strongly recomment investments in foreign securities. |
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