Evidence On The Performance Of Country Index Funds In Global Financial Crisis
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More about this item
Keywords
Financial crisis; bear market; country index funds; Sharpe and Treynor portfolio performance measures; principal components analysis; portfolio diversification;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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