Exploring the diversification benefits of US international equity closed-end funds |
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Authors: | Fletcher Jonathan |
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Institution: | 1.Department of Accounting and Finance, University of Strathclyde, Stenhouse Wing, 199 Cathedral Street, Glasgow, G4 0QU, UK ; |
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Abstract: | Financial Markets and Portfolio Management - I use the simulation approach of Jobson and Korkie (J Portfolio Manag 7:70–74, 1981), combined with Michaud optimization (Michaud and Michaud,... |
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