Phase of the USA Business Cycle and the Investment Performance of Internationally Diversified Portfolios Export

@misc{citeulike:2146859, abstract = {The purpose of this paper is to explore the USA business cycle relative to business cycles in other countries and to see whether it influences portfolio performance. Hunt(1976,1987) provides the econometric work that serves as the basis for determining the phase of the cycle. The study uses the Standard \& Poors, CRSP and Morgan Stanley Indexes, TSM Global database and Citibase (Fame) macroeconomic data to study this issue. The paper concludes that business cycles influence the performance of...}, author = {Professor, David N.}, citeulike-article-id = {2146859}, citeulike-linkout-0 = {http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.24.359}, keywords = {business-cycles}, posted-at = {2007-12-19 14:46:07}, priority = {2}, title = {Phase of the USA Business Cycle and the Investment Performance of Internationally Diversified Portfolios}, url = {http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.24.359} }

TY - GEN ID - citeulike:2146859 L3 - citeulike-article-id:2146859 N2 - The purpose of this paper is to explore the USA business cycle relative to business cycles in other countries and to see whether it influences portfolio performance. Hunt(1976,1987) provides the econometric work that serves as the basis for determining the phase of the cycle. The study uses the Standard & Poors, CRSP and Morgan Stanley Indexes, TSM Global database and Citibase (Fame) macroeconomic data to study this issue. The paper concludes that business cycles influence the performance of... TI - Phase of the USA Business Cycle and the Investment Performance of Internationally Diversified Portfolios KW - business-cycles AU - Professor, David UR - http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.24.359 ER -