Oops, we should have diversified!

Applied Financial Economics

Volumn 19, Issue 22, 2009, Pages 1779-1785

  Jayasuriya, Shamila A ^a   Shambora, William ^a  

^a OHIO UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL; ECONOMIC CONDITIONS; FINANCIAL SYSTEM; MODELING; PRICE DYNAMICS;

NORTH AMERICA; UNITED STATES;

EID: 70350764760     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100903035947     Document Type: Article

References (8)

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2. Bekaert, G. and Harvey, C. R. (1997) Emerging equity market volatility, Journal of Financial Economics, 43, 29-77.
3. Black, F. and Litterman, R. (1992) Global portfolio optimization, Financial Analysts Journal, 48, 28-43.
4. Brooks, R. and Del Negro, M. (2005) Country versus region effects in international stock returns, Journal of Portfolio Management, 31, 67-72.
5. Conover, C. M., Jensen, G. R. and Johnson, R. R. (2002) Emerging markets: when are they worth it?, Financial Analysts Journal, 58, 86-95.
6. French, K. R. and Poterba, J. M. (1991) Investor diversification and international equity markets, American Economic Review, 81, 222-6.
7. Li, K., Sarkar, A. and Wang, Z. (2003) Diversification benefits of emerging markets subject to portfolio constraints, Journal of Empirical Finance, 10, 57-80.
8. Tunaru, R., Fabozzi, F. and Wu, T. (2006) Chinese equity market and the efficient frontier, Applied Financial Economics Letters, 2, 87-94.