Title:

Diversification and the Benefits of Using Returns Standardized by Range-Based Volatility Estimators

Authors:

José Luis Miralles Quirós (U Extremadura)
Maria del Mar Miralles-Quiros (U Extremadura)
Jose Manuel Nogueira (Instituto Politécnico de Tomar)

Journal:

International Journal Of Finance And Economics

Year:

2019

Volume:

24

Number:

2

Pages:

671-684

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G15 - International Financial Markets