Small caps in international equity portfolios: the effects of variance risk

Springer Science and Business Media LLC - Tập 5 Số 1 - Trang 15-48 - 2009
Massimo Guidolin1, Giovanna Nicodano2
1Accounting and Finance Group, Manchester Business School and Collegio Carlo Alberto (CeRP), Booth Street East, Manchester, M13 9PL, UK
2Faculty of Economics, University of Turin and Collegio Carlo Alberto (CeRP), Corso Unione Sovietica, 218bis, 10134, Turin, Italy

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