How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods
AbstractTo obtain the maximum benefits from diversification, financial theory suggests that investors should invest internationally because of the larger potential for risk reduction stemming, from the lower correlation existing between assets of different countries. The question that we raise in this paper is how to choose the best mix of countries to diversify internationally?
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Bibliographic InfoPaper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 2001.07.
Length: 23 pages
Date of creation: 2001
Date of revision:
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Postal: Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse
Web page: http://www.hec.unige.ch/
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INVESTMENTS ; MANAGEMENT ; ECONOMIC MODELS ; RISK;
Other versions of this item:
- Laurent BARRAS, & Dušan ISAKOV, 2001. "How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods," FAME Research Paper Series rp37, International Center for Financial Asset Management and Engineering.
- Barras, L. & Isakov, D., 2001. "How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods," Papers 37, Manitoba - Department of Economics.
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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