Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis

Chanwit Phengpis () and Peggy Swanson ()

Review of Quantitative Finance and Accounting, 2011, vol. 36, issue 2, 269-286

Keywords: iShares; International portfolios; Cointegration; Portfolio performance; F30; G11; G15 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11156-010-0174-3

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