International Diversification of Australian Equity Portfolios into Emerging Equity Markets
نویسندگان
چکیده
منابع مشابه
Diversification Benefit of International Equity Markets Subject to Investment Restrictions
This paper investigates the impact of constraints of short-sale and over-weight to international diversification benefits. We find that the short-sale restriction alone does not influence the diversifying benefit while the addition of over-weighting constraint significantly worsens mean-variance of optimal portfolio. This finding holds for the analyses of regional and cross-regional portfolios....
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ژورنال
عنوان ژورنال: Delhi Business Review
سال: 2012
ISSN: 0972-222X,2277-7725
DOI: 10.51768/dbr.v13i1.131201211