International Portfolio Diversification Benefits: Cross-Country Evidence from a Local Perspective

By F. T. Magiera. 2007

280 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/f8830d8535e42ea234a6eac3cc0f849759585f7e

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In Finance

1. Sang Hoon Kang
2. Walid Mensi
3. Sebastian Müller
4. K. Al-Yahyaee
5. Heiko Jacobs
6. Martin Weber
7. Ahmet Sensoy
8. Duc Khuong Nguyen

Citations in the corpus

• Energy, precious metals, and GCC stock markets: Is there any risk spillover? (2019, background): “This problematic structure is sustained for a considerable length of time, thus lowering the benefits of diversification even if a welldiversified equity portfolio is designed (Errunza et al., 1999; Ang and Bekaert, 2002; Capiello et al., 2006; Driessen and Laeven, 2007; You and Daigler, 2010).”
• How Should Individual Investors Diversify? An Empirical Evaluation of Alternative Asset Allocation Policies (2014, result): “This close to 40-year period extends previous studies on international diversification in the stock market (e.g., De Santis and Gerard, 1997; De Roon et al., 2001; Driessen and Laeven, 2007).”