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'Ex-ante' asset allocation strategies for global index portfolios

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Figure

Table 2.1 Descriptive Statistics for Monthly Sterling Returns
Table 2.9 w -W Runs Tests for Hedged Real Sterling Returns
Table 3.1 Normality Tests: Summary Findings Adjusted for October 87
Table 3.3 BOX·M Multiperiod Tests for Stability of the Covariance Matrix
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