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Financial risk / Investment / Diversification / Econometrics / Stock market / Financial market / Mathematical finance / Modern portfolio theory / Hedge fund / Financial economics / Economics / Finance


NBER WORKING PAPER SERIES LONG-TERM GLOBAL MARKET CORRELATIONS William N. Goetzmann Lingfeng Li K. Geert Rouwenhorst
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Document Date: 2005-08-31 15:40:06


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City

Cambridge / Amsterdam / London / New York / /

Company

Columbia University Press / The Teheran Stock Exchange / Alliance Trust Company / Bank of Vienna / Shanghai Stock Exchange / The Ibbotson Associates / /

Continent

Africa / /

Country

Germany / France / Japan / United States / Netherlands / United Kingdom / China / /

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IndustryTerm

finance / /

MusicAlbum

Africa / East Asia / South America / Australasia / South / /

Organization

Russian government / Columbia University / League of Nations / United Nations / Yale / Stockholm School of Economics / NATIONAL BUREAU OF ECONOMIC RESEARCH / International Center for Finance / Yale School of Management / Yale School of Management I. Introduction There / Yale University / /

Person

Prakash / Knez / Obstfeld / K. Geert Rouwenhorst / Bryan Taylor / Henry Lowenfeld / William N. Goetzmann / Lingfeng Li / Abraham van Ketwich / George Hall / William N. Goetzmann Lingfeng Li / /

Position

general data problems / chairman / manager / representative / /

ProvinceOrState

New York / Massachusetts / /

PublishedMedium

The Financial Review / /

Region

South America / South Asia / Eastern Europe / North America / Western Europe / Australasia / East Asia / /

URL

http /

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