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Measuring the gains from international portfolio diversification

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  • Kenneth Kasa

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  • Kenneth Kasa, 1994. "Measuring the gains from international portfolio diversification," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr8.
    • Handle: RePEc:fip:fedfel:y:1994:i:apr8:n:94-14
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    References listed on IDEAS

    as
    1. Obstfeld, Maurice, 1994. "Risk-Taking, Global Diversification, and Growth," American Economic Review, American Economic Association, vol. 84(5), pages 1310-1329, December.
    2. Cole, Harold L. & Obstfeld, Maurice, 1991. "Commodity trade and international risk sharing : How much do financial markets matter?," Journal of Monetary Economics, Elsevier, vol. 28(1), pages 3-24, August.
    3. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    4. repec:cdl:ucsbec:16-92 is not listed on IDEAS
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    Stock market; capital asset pricing model;

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