Is international diversification really beneficial?

L You, RT Daigler - Journal of Banking & Finance, 2010 - Elsevier
Previous research claims that low constant correlations among international stock indices
create substantial risk-reduction from diversification. We contend that only using constant …

Twenty years of international diversification from a German perspective

W Gerke, F Mager, A Röhrs - Schmalenbach Business Review, 2005 - Springer
We examine the potential benefits of international portfolio diversification over the last two
decades from an ex-post and ex-ante German investor's perspective. We explicitly consider …

Investigating international portfolio diversification opportunities for the Asian Islamic stock market investors

R Yildirim, M Masih - … of Islamic finance: Principle, practice, and …, 2018 - emerald.com
The purpose of this chapter is to analyze the possible portfolio diversification opportunities
between Asian Islamic market and other regions' Islamic markets; namely USA, Europe, and …

Portfolio diversification benefits in southeast asian stock markets for turkish investors

S Guedira, M Ariff - Malaysian Journal of Economic Studies, 2020 - search.informit.org
This study is a pioneering attempt at investigating portfolio diversification benefits available
to the Turkish conventional and Shari'ah-compliant investors in the Southeast Asian …

Drivers of portfolio equity flows to emerging market countries

W San Marino, I Waspada, M Sari - 5th global conference on …, 2021 - atlantis-press.com
In recent decades, international diversification has increased the portfolio investment flows
to Emerging Market Countries (EMCs). This paper examines why investors diversify in EMCs …

The Portfolio Diversification Benefits of Frontier Markets: An Investigation Into Regional Effects

P Andrikopoulos, J Niklewski, T Rodgers - Handbook of frontier markets, 2016 - Elsevier
This chapter explores the differences in diversification benefits attributable to individual
regional frontier markets. We estimate time-varying correlations using a DCC–MGARCH …

The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities–Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and …

R Yildirim, AMM Masih - 2014 - mpra.ub.uni-muenchen.de
The purpose of this paper is to analyze the possible portfolio diversification opportunities
between Asian Islamic Market and other regions‟ Islamic Markets; namely USA, Europe …

[BOOK][B] Financial and Economic Integration-a European Or Global Phenomenon

EB Do Couto - 2002 - search.proquest.com
This research examines European financial and economic integration to see whether this is
part of or additional to a global phenomenon. It expands previous research by examining …

Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis

B Ilhan, M Masih - 2014 - mpra.ub.uni-muenchen.de
The economic process that Euro Zone countries have gone through created contradictory
claims about whether those particular financial markets have converged, which has …

[PDF][PDF] Management of Islamic Finance: Principle, Practice, and Performance

R Yildirim, M Masih - 2019 - academia.edu
The purpose of this chapter is to analyze the possible portfolio diversification opportunities
between Asian Islamic market and other regions' Islamic markets; namely USA, Europe, and …