Correlation Risk and International Portfolio Choice

Branger Nicole, Muck Matthias, Weisheit Stefan

Cite as

Branger, N., Muck, M., & Weisheit, S. (2019). Correlation Risk and International Portfolio Choice. Journal of Futures Markets, 2019, 128–146.

Details

Publication type
Research article (journal)

Peer reviewed
Yes

Publication status
Published

Year
2019

Journal
Journal of Futures Markets

Volume
2019

Start page
128

End page
146

Language
English

ISSN
0270-7314

DOI
https://doi.org/10.1002/fut.21941