Global Portfolio Diversification for Long-Horizon Investors
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"Cross country stock market comovement: A macro perspective,"
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- Anagnostopoulos, Alexios & Atesagaoglu, Orhan Erem & Faraglia, Elisa & Giannitsarou, Chryssi, 2022. "Cross-Country Stock Market Comovement: A Macro Perspective," CEPR Discussion Papers 16021, C.E.P.R. Discussion Papers.
- Dilip B. Madan & King Wang, 2023. "Measuring Dependence in a Set of Asset Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(2), pages 363-385, June.
- Alim, Wajid & Ali, Amjad & Farid, Maryiam, 2021.
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- Alim, Wajid & Ali, Amjad, 2021. "The Impact of Islamic Portfolio on Risk and Return," MPRA Paper 111048, University Library of Munich, Germany.
- Mukherji, Sandip & Jeong, Jin-Gil, 2021. "Long-term international diversification of equities," Global Finance Journal, Elsevier, vol. 50(C).
- Dumas, Bernard & Gabuniya, Tymur & Marston, Richard C., 2022. "Firms’ exposures to geographic risks," Journal of International Money and Finance, Elsevier, vol. 122(C).
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More about this item
JEL classification:
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F3 - International Economics - - International Finance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2018-06-25 (International Finance)
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