Diversification benefits of emerging markets subject to portfolio constraints

Journal of Empirical Finance

Volumn 10, Issue 1-2, 2003, Pages 57-80

  Li, Kai ^a   Sarkar, Asani ^b   Wang, Zhenyu ^c  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

^c Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Asset allocation; Bayesian inference; Home bias; International diversification; Short sale constraints

Indexed keywords

EID: 0037312729     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(02)00027-0     Document Type: Article

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