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| Author: | Audistere, N. Beer, F. |
| Title: | La diversification internationale. |
| Journal: | Gestion 2000
1990 : FEB-MAR, VOL. 6:1, p. 15-30 |
| Index terms: | DIVERSIFICATION PORTFOLIO INVESTMENT ALGORITHMS EUROPEAN COMMUNITY JAPAN USA |
| Language: | fre |
| Abstract: | The relation between shares and profits due to the international diversification is explained. The algorithm of Markovitz is applied as a model to three samples: a groups of sixteen countries, the European Community, and the E.C. with Japan and the USA. This makes it possible to calculate good portfolios minimizing risks and assuring profitability for a certain period. These portfolios function as efficiency limits. Their comparisons show the advantages of international diversification. |
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