Gains from International Dual Listing
This study presents an attempt to explain how international dual listing of securities can reduce the effects of segmented international markets. By applying the mean-variance model we show that, for a return generating process given by the maximum distribution, the expected return on the dually lis...
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1991
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| Schlagworte: | Utility Theory The Single-Index Model The Mean-Variance Model International Dual Listing Economics Philosophy Mathematics |
| Online verfügbar |
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