La part du franc dans les portefeuilles internationaux

Antoine Parent

Journal de la société française de statistique (1993)

  • Volume: 134, Issue: 1, page 87-104
  • ISSN: 1962-5197

How to cite

top

Parent, Antoine. "La part du franc dans les portefeuilles internationaux." Journal de la société française de statistique 134.1 (1993): 87-104. <http://eudml.org/doc/199559>.

@article{Parent1993,
author = {Parent, Antoine},
journal = {Journal de la société française de statistique},
language = {fre},
number = {1},
pages = {87-104},
publisher = {Société de statistique de Paris},
title = {La part du franc dans les portefeuilles internationaux},
url = {http://eudml.org/doc/199559},
volume = {134},
year = {1993},
}

TY - JOUR
AU - Parent, Antoine
TI - La part du franc dans les portefeuilles internationaux
JO - Journal de la société française de statistique
PY - 1993
PB - Société de statistique de Paris
VL - 134
IS - 1
SP - 87
EP - 104
LA - fre
UR - http://eudml.org/doc/199559
ER -

References

top
  1. BLACK, FISCHER " Universal Hedging : How to Optimize Currency Risk and Reward in International Equity Portfolios", Financial Analysts Journal, July, August 1989, vol. 45, n° 4. 
  2. BLACK, FISCHER and LITTERMAN Robert " Asset Allocation : Combining Investor Views with Market Equilibrium", Goldman-Sachs, Fixed income research series, september 1990. 
  3. BLACK, FISCHER and LITTERMAN Robert " Global Asset Allocation with Equities, Bonds and Currencies", Goldman-Sachs, Fixed income research series, october 1991. 
  4. FAMA " Efficient Capital Markets", The Journal of Finance, vol. XLVI, n° 5, December 1991. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.