Benefits Of International Portfolio Diversification
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Assessing the Benefits of International Portfolio Diversification in Bonds and Stocks
Author | : Roberto A. De Santis |
Publisher | : |
Total Pages | : 43 |
Release | : 2008 |
Genre | : Foreign exchange rates |
ISBN | : |
International Portfolio Diversification
Author | : Theodore Michael Johnson |
Publisher | : |
Total Pages | : 148 |
Release | : 1989 |
Genre | : Business enterprises |
ISBN | : |
The 'Bear' and the Benefits of International Portfolio Diversification
Author | : Rui T. Dias |
Publisher | : |
Total Pages | : 13 |
Release | : 2006 |
Genre | : |
ISBN | : |
The objective of this paper is to review literature on capital asset pricing models relatively to investment in international assets. Furthermore, we applied the concepts in an empirical analysis of risk diversification and capital asset pricing. We provided a practical exercise on the risk diversification by using recent data that goes through a bear market period. We found evidence that the correlation was time-varying depending on the status of the market.We applied the simple CAPM model to the international setting. The results were consistent with the required restrictions. In the first part of the paper we revised the foundations of the portfolio diversification literature; in the second part we addressed the problem of the diversification of the risk in international investments, in the third part we tested the basic International Capital Asset Pricing Model to the Italian data and in the final part we presented our conclusions.
"An Intertemporal Analysis of the Benefits to International Portfolio Diversification
Author | : Daniel Spencer |
Publisher | : |
Total Pages | : 380 |
Release | : 1998 |
Genre | : Portfolio management |
ISBN | : |
The Effect of Extreme Markets on the Benefits of International Portfolio Diversification
Author | : Daniella Acker |
Publisher | : |
Total Pages | : 34 |
Release | : 2016 |
Genre | : |
ISBN | : |
We investigate the effects of bull and bear markets on correlations between developed and emerging country equity returns, and on the benefits of combining international markets in a portfolio. Contrary to most other studies we find that correlations fall in both bull and bear markets, although far more in the former; that emerging markets provide both additional diversification benefits for investors in developed markets and, especially, some protection during bear markets.
Political Risk and the Benefits of International Portfolio Diversification
Author | : Cosset, Jean-Claude |
Publisher | : Québec : Direction de la recherche, Faculté des sciences de l'administration, Université Laval |
Total Pages | : 27 |
Release | : 1993 |
Genre | : |
ISBN | : |