International asset allocation with time varying risk: an analysis and implementation
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Bibliographic Details
Main Authors: Cumby, Robert E. (Author), Figlewski, Stephen (Author), Hasbrouck, Joel (Author)
Format: Book
Language:English
Published: New York, NY 1991
Series:Salomon Brothers Center for the Study of Financial Institutions <New York, NY>: Working paper series / S 91,22.
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Physical Description:42, 26 S. zahlr. graph. Darst.

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