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

Annals of Finance, 2009, vol. 5, issue 1, 15-48

Keywords: Intertemporal portfolio choice return predictability; Co-skewness and co-kurtosis; International portfolio diversification; G11; G15; F30; C32; G0; G1 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (11)

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Related works:
Working Paper: Small caps in international equity portfolios: the effects of variance risk (2007)
Working Paper: Small Caps in International Equity Portfolios: The Effects of Variance Risk (2005)
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DOI: 10.1007/s10436-007-0090-2

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