This paper studies the impact of EMU on portfolio diversification opportunities.

This paper identifies low frequency movements in the time series of return dispersions suggestive of cycles and long swings in return correlations.

The question that this paper raise in this paper is how to choose the best mix of countries to diversify internationally? They compare several methods of asset allocation from a Swiss perspective over the period 1988-2001.

This paper investigates the relative performance of local and foreign financial analysts on Latin American emerging markets.

This paper deals with the country allocation provides benefits over industry allocation in a sample of European country and industry indexes.

This paper anwers the question if the euro and accompanying measures of financial integration had a discernable impact on the degree of diversification of European investors?

This paper investigates the role of real estate in a mixed-asset portfolio when the maximum drawdown (hereafter MaxDD), rather than the standard deviation, is used as the measure of risk.

In this paper cluster analysis is used to construct homogeneous groups from 157 UK local markets using commercial property returns.

In this paper, we look at the ways in which the 38 largest French and German companies have taken up elements of the MD discourse and integrated them into their annual reports and corporate web sites.