International Portfolio Diversification: Short-Term Financial Assets and Gold

Jorge Braga de Macedo, Jeffrey Goldstein & David Meerschwam
Published Date
Copyright 1984
ISBN 0-226-05096-3
Exchange Rate Theory and Practice
Book: Exchange Rate Theory and Practice
Book editors: John F. O. Bilson & Richard C. Marston
PUBLISHER: University of Chicago Press
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International Economics

Published From Paper

International Portfolio Diversification: Short-Term Financial Assets and Gold
- Working Paper
Using a continuous-time finance-theoretic framework, this paper presents the optimal portfolio rule of an...

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