International portfolio diversification: Currency, industry and country effects revisited
نویسندگان
چکیده
منابع مشابه
Optimise to Beat the Benchmark : International Portfolio Diversification Revisited
iii Evidence for the benefits of international over domestic portfolio diversification is still mixed. In part, this may be due to different methodologies employed. There has recently been a resurgence of interest in Markowitz allocation methods in preference to alternatives such as index models. Accordingly, this paper examines international portfolio optimisation using the full Markowitz meth...
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ژورنال
عنوان ژورنال: Journal of International Money and Finance
سال: 2012
ISSN: 0261-5606
DOI: 10.1016/j.jimonfin.2012.01.015