Volatility-timing and international diversification benefits

No Thumbnail Available
Journal Title
Journal ISSN
Volume Title
School of Business | Master's thesis
Date
2019
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
73
Series
Description
Thesis advisor
Suominen, Matti
Keywords
volatility-timing, volatility, international diversification, downside-deviation, time series momentum
Other note
Citation