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Diversification Potential of ADRs, Country Funds, and Underlying Stocks Across Economic Conditions

Peterburgsky, Stanley - 2011

We study the relative diversification potential of American Depository Receipts (ADRs) as compared to the underlying … shares as well as the relative diversification potential of closed-end country funds as compared to the foreign market … underlying shares are more useful for diversification purposes than ADRs and country funds when the U.S. stock market returns are …

Persistent link: https://www.econbiz.de/10013134047

International Diversification : A Comparison of Performance of American Depository Receipt Indices and Country Funds

Schmid Daugherty, Mary - 2010

diversification. A portfolio of available ADRs from a specific country (i.e. an ADR index) should provide similar returns to an …

Persistent link: https://www.econbiz.de/10013138531

Strategy diversification : combining momentum and carry strategies within a foreign exchange portfolio

Olszweski, Francis; Zhou, Guofu - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 311-320

Persistent link: https://www.econbiz.de/10010259395

Is the diversification benefit of frontier markets realizable by mean-variance investors? : the evidence of investable funds

Berger, Dave; Kuntara Pukthuanthong; Yang, J. Jimmy - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10009786071

Diversification potential of ADRs, country funds and underlying stocks across economic conditions

Peterburgsky, Stanley; Yang, Yini - In: Applied financial economics 23 (2013) 1/3, pp. 199-219

Persistent link: https://www.econbiz.de/10009719007

Improving international diversification benefits for US investors

Miralles Marcelo, José Luis; Miralles-Quirós, María … - In: The North American journal of economics and finance : a … 32 (2015), pp. 64-76

Persistent link: https://www.econbiz.de/10011514434

International diversification through iShares and their rivals

Cao, Jie Jay; Fu, Rao; Jin, Yong - In: Journal of risk 19 (2016/2017) 3, pp. 25-55

Persistent link: https://www.econbiz.de/10011689719

Portfolio concentration and performance of institutional investors worldwide

Choi, Nicole; Fedenia, Mark; Skiba, Hilla; Sokolyk, Tatyana - In: Journal of financial economics 123 (2017) 1, pp. 189-208

Persistent link: https://www.econbiz.de/10011725189

Financial crises and evaporating diversification benefits of hedge funds

Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - In: Hedge funds : structure, strategies, and performance, (pp. 439-459). 2017

Persistent link: https://www.econbiz.de/10012253366

International diversification in Brazilian equity mutual funds : understanding asset allocation to emerging and developed countries

Grossi, Janaína Cássia; Malaquias, Rodrigo Fernandes - In: Latin American business review 20 (2019) 4, pp. 295-316

Persistent link: https://www.econbiz.de/10012179268