International Portfolio Investment
The focus of this paper is to analyze the feasibility of international portfolio diversification for a potential US investor with a moderate risk aversion. The first section includes the benefits of international portfolio investment with a special emphasis on the diversification aspect. The changes in correlations over different periods are discussed and the investments time horizon importance is stressed. The second section presents the additional costs incurred by maintaining an internationally diversified portfolio, including the risks and constraints involved. The conclusion contains a set of recommendations for a potential investor interested in internationally diversifying his portfolio.
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Volume (Year): 1 (2007)
Issue (Month): 1 (Winter)
Pages: 15-20
| Handle: | RePEc:rau:jisomg:v:1:y:2007:i:1:p:15-20 |
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Jean-Claude Cosset & Jean-Marc Suret, 1995. "Political Risk and the Benefits of International Portfolio Diversification," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 26(2), pages 301-318, June.
- Sohnke M. Bartram & Gunter Dufey, 2001. "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance 0107001, EconWPA.
- Nahum Biger, 1979. "Exchange Risk Implications of International Portfolio Diversification," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 10(2), pages 63-74, June.
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