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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
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