Please use this identifier to cite or link to this item: https://doi.org/10.1016/0305-0483(94)90039-6
Title: International portfolio diversification: A factor analysis approach
Authors: Hui, T.-K. 
Kwan, E.K.
Keywords: Diversification
Factor analysis
Factor loading
Portfolio selection
Issue Date: 1994
Source: Hui, T.-K., Kwan, E.K. (1994). International portfolio diversification: A factor analysis approach. Omega 22 (3) : 263-267. ScholarBank@NUS Repository. https://doi.org/10.1016/0305-0483(94)90039-6
Abstract: 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. Our 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.
Source Title: Omega
URI: http://scholarbank.nus.edu.sg/handle/10635/44976
ISSN: 03050483
DOI: 10.1016/0305-0483(94)90039-6
Appears in Collections:Staff Publications

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