Structural breaks and portfolio performance in global equity markets

被引：1
|
作者：
Turtle, Harry J. [1 ]
Zhang, Chengping [2 ]
机构：
[1] W Virginia Univ, Coll Business & Econ, Morgantown, WV 26506 USA
[2] George Fox Univ, Coll Business, Newberg, OR 97132 USA
来源：
QUANTITATIVE FINANCE | 2015年 / 15卷 / 06期
关键词：
RISK-FACTORS; RETURNS; EQUILIBRIUM; INTEGRATION; TESTS; DIVERSIFICATION; PRICES;
D O I：
10.1080/14697688.2014.916411
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：909 / 922
页数：14
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