SSRN Electronic Journal · 2004 · 15 citations · 4 references
BusinessFinanceInternational EconomicsInternational FinanceInternational Financial ManagementGlobal FinanceGlobal Portfolio ManagementInternational DiversificationInternational Financial IntegrationInternational Financial MarketsPortfolio DiversificationDiversification GainsGlobal Asset AllocationInternational Correlation StructureInternational Investment DiversificationInternational Portfolio Integration
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Lessons for International Asset Allocation
Patrick Odier, Bruno Solnik · Financial Analysts Journal · 1993 · 193 citations
Dispersion as Cross-Sectional Correlation
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Meir Statman, Jonathan Scheid · SSRN Electronic Journal · 2004 · 15 citations · Full text