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Selection of stock markets: a factor analysis approach
Hui, Tak Kee; Tsui, Kai Chong; Chua, David - In: International Journal of Applied Management Science 2 (2010) 2, pp. 136-151
This study uses factor analysis to simplify the complex relationships among stock markets and to reduce the number of markets required for portfolio construction. Our sample consists of the US and 11 Asia-Pacific stock markets. We find that the reduced portfolio obtained from factor analysis has...
Persistent link: https://www.econbiz.de/10008755259
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Selection of stock markets: a factor analysis approach
Hui, Tak-kee; Tsui, Kai Chong; Chua, David - In: International journal of applied management science 2 (2010) 2, pp. 136-151
Persistent link: https://www.econbiz.de/10003970362
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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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Stock return predictability : is it there?
Ang, Andrew; Bekaert, Geert - 2001
Persistent link: https://www.econbiz.de/10001569416
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Do demographic changes affect risk premiums? : Evidence from international data
Ang, Andrew; Maddaloni, Angela - 2003
Persistent link: https://www.econbiz.de/10001758480
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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - 2003
Persistent link: https://www.econbiz.de/10001815763
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Downside risk and the momentum effect
Ang, Andrew; Chen, Joseph; Xing, Yuhang - 2001
Persistent link: https://www.econbiz.de/10001632872
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Regime switches in interest rates
Ang, Andrew; Bekaert, Geert - 1998
Persistent link: https://www.econbiz.de/10000660440
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International asset allocation with regime shifts
Ang, Andrew; Bekaert, Geert - In: The review of financial studies 15 (2002) 4, pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
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Regime switching in interest rates
Ang, Andrew; Bekaert, Geert - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 163-182
Persistent link: https://www.econbiz.de/10001660371