Distributional Characteristics of Emerging Market Returns and Asset Allocation

Journal of Portfolio Management - Tập 24 Số 2 - Trang 102-116 - 1998
Geert Bekaert1, Claude B. Erb2, Campbell R. Harvey3, Tadas E. Viskanta4
1An associate professor at Stanford University in Stanford (CA 94305), and is with the National Bureau of Economic Research in Cambridge (MA 02138).
2A managing director at First Chicago NBD Investment Management Co. in Chicago (IL 60670).
3The J. Paul Sticht professor of international business at Duke University's Fuqua School of Business in Durham (NC 27708) and a research associate with the NBER.
4An assistant vice president at First Chicago NBD Investment Management Co. in Chicago (IL 60670).

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Journal of Portfolio Management

Tập 24 Số 2

102-116

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