Search Results - subject:"Global portfolio diversification"

The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010

MERIC, Ilhan; EICHHORN, Benjamin; McCCALL, Charles; … - In: Review of Economic and Business Studies (2011) 8, pp. 87-98

Global portfolio diversification is recommended because of low correlation between national equity markets. However … the global portfolio diversification benefit has decreased considerably during the 2001-2010 period. … portfolio diversification has been decreasing. In this paper we test this hypothesis by using the principal components analysis …

Persistent link: https://www.econbiz.de/10010739311

Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets

Yorulmaz, Ozlem - In: Business and Economics Research Journal 2 (2011) 4, pp. 89-89

As is known skewness and outliers are frequently observed in return series, overlooking both concepts during the statistical analysis may cause misleading interpretations. In this paper similar movements of stock markets through the returns of developed and emerging stock markets are recognized...

Persistent link: https://www.econbiz.de/10010840080