Please use this identifier to cite or link to this item:
|Title:||International portfolio diversification: A factor analysis approach||Authors:||Hui, T.-K.
|Issue Date:||1994||Citation:||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|
Show full item record
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.