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 | 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.