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International Portfolio Strategies and Opportunities: The case of the US, Japan and Asia

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Publication date: Available online 12 November 2019

Source: Finance Research Letters

Author(s): Seema Narayan, Mobeen Ur Rehman

Abstract

This study examines long- and short-run diversification gains for a portfolio comprising the developed (DJIA, S&P 500, and Nikkei 225) markets and emerging or frontier Asian markets. The study covers two periods: 2000-2013 and 2000-2018. This allows for a comparison of an investment made in the year 2000 and ended in either 2013 or 2018. Long- and short-term diversification gains are examined using different data frequencies to allow for the possibilities of portfolio rebalancing on a daily, weekly, or monthly basis. The study reveals differences in both long- and short-term diversification gains under these scenarios.


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