haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viite: 81 / 425
| 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. |
SCIMA