Please use this identifier to cite or link to this item: https://doi.org/10.1016/0305-0483(94)90039-6
DC FieldValue
dc.titleInternational portfolio diversification: A factor analysis approach
dc.contributor.authorHui, T.-K.
dc.contributor.authorKwan, E.K.
dc.date.accessioned2013-10-10T04:39:09Z
dc.date.available2013-10-10T04:39:09Z
dc.date.issued1994
dc.identifier.citationHui, 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
dc.identifier.issn03050483
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/44976
dc.description.abstractThis 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/0305-0483(94)90039-6
dc.sourceScopus
dc.subjectDiversification
dc.subjectFactor analysis
dc.subjectFactor loading
dc.subjectPortfolio selection
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1016/0305-0483(94)90039-6
dc.description.sourcetitleOmega
dc.description.volume22
dc.description.issue3
dc.description.page263-267
dc.description.codenOMEGA
dc.identifier.isiutA1994PE35000005
Appears in Collections:Staff Publications

Show simple item record
Files in This Item:
There are no files associated with this item.

SCOPUSTM   
Citations

10
checked on Jan 18, 2022

WEB OF SCIENCETM
Citations

10
checked on Jan 18, 2022

Page view(s)

193
checked on Jan 20, 2022

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.