Browsing FGV EESP - Escola de Economia de São Paulo by Author "Gorny, Moritz Fabio"
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Time-varying benefits of cross-asset and cross-region portfolio diversification
Gorny, Moritz Fabio
2017-09-25The thesis uses return data on equities, bonds, commodities and real estate for the U.S., Europe, Asia and Latin America to examine diversification potentials. The analysis focuses on benefits of cross-asset and cross-region ...


