International asset allocation with time-varying correlations
By: Andrew Ang, Geert Bekaert.
Contributors: Bekaert, Geert.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7056; Working paper series (National Bureau of Economic Research) -- working paper no. 7056.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 36
Subjects: Asset allocation -- United States -- Econometric models.; Risk management -- United States -- Econometric models.; Rate of return -- Econometric models.; Stock exchanges -- Econometric models.; Hedging (Finance) -- Econometric models.
Notes: "March 1999."

JEL no. C12, C13, C32, E32, F30, G11.

Includes bibliographical references (p. 35-36).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.