haku: @indexterm PORTFOLIO SELECTION / yhteensä: 92
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| Tekijä: | Hui, T. Kwan, E. |
| Otsikko: | International portfolio diversification: a factor analysis approach |
| Lehti: | Omega
1994 : VOL. 22:3, p. 263-267 |
| Asiasana: | PORTFOLIO SELECTION INTERNATIONAL DIVERSIFICATION |
| Kieli: | eng |
| Tiivistelmä: | This paper investigates the systematic covariation in equity prices among US and Asia-Pacific countries during the 1980s by employing the statistical technique of factor analysis. The results suggest that if US investors and portfolio managers were to select a large and well developed market for risk diversification, then USA, Taiwan and Japan would be appropriate. The final choice depends very much on the risk-return preference of individual investors. |
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