Browsing by Author "Makris, Andreas"
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Closed-end country funds and international diversification
Charitou, Andreas; Makris, Andreas; Nishiotis, George P. (2006)Using data from 1993 to 2002 for eight developed and fifteen emerging markets, we find that return correlations, mean-variance spanning, and Sharpe ratio tests support that closed-end country funds (CECF) can mimic their ...