Local Factors, Mean-Variance Efficiency and the Gains from International Diversification

Author

Cheol S. Eun, Georgia Institute of Technology
Sandy LAI, Singapore Management UniversityFollow
Zhe (Joe) Zhang, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

2007

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Publication

FMA European Annual Meeting

Citation

Eun, Cheol S.; LAI, Sandy; and Zhang, Zhe (Joe). Local Factors, Mean-Variance Efficiency and the Gains from International Diversification. (2007). FMA European Annual Meeting.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/580