The Persistency Of International Diversification Benefits: The Role Of The Asymmetry Volatility Model
This study restates the issue of international portfolio diversification benefits by considering the problem of perfect foresight assumption and constant variancecovariance estimation. Whilst emphasising the role of the asymmetry volatility model in portfolio formation, we also investigate the eco...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Asian Academy of Management (AAM)
2014
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| Subjects: | |
| Online Access: | http://eprints.usm.my/40020/1/AAMJAF_10-1-7-G1_%28151-165%29.pdf http://eprints.usm.my/40020/ http://web.usm.my/journal/aamjaf/10-1-7-2014.html |
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