Blar i Norges Banks vitenarkiv på emneord "portfolio diversification"
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Cross-Boarder Diversification in Bank Asset Portfolios
(Working Papers;11/2004, Working paper, 2004)Taking the mean-variance portfolio model as a benchmark, we compute the optimally diversified portfolio for banks located in France, Germany, the U.K., and the U.S. under different assumptions about currency hedging. We ...