Since 2014
Global Portfolio Diversification with Emerging Stock Markets
Emerging Markets Journal
View Archive Info| Field | Value | |
| Title |
Global Portfolio Diversification with Emerging Stock Markets
|
|
| Creator |
Meriç, İlhan
Ding, Jie Meriç, Gülser |
|
| Subject |
Global Portfolio Diversification, Emerging Stock Markets, Correlation of National Stock Markets, Principal Components Analysis, Factor Loadings of Principal Components
|
|
| Description |
Because of their low correlation with each other and with developed stock markets, emerging stock markets are generally mentioned as attractive portfolio diversification prospects for global investors. In this paper, we use the Principal Components Analysis (PCA) method to study the global portfolio diversification opportunities for the investors of seven developed stock markets in twenty emerging stock markets with data for the January 1, 2003-January 1, 2014 period.
|
|
| Publisher |
University Library System, University of Pittsburgh
|
|
| Contributor |
—
|
|
| Date |
2016-02-02
|
|
| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
|
| Format |
application/pdf
|
|
| Identifier |
http://emaj.pitt.edu/ojs/index.php/emaj/article/view/88
10.5195/emaj.2016.88 |
|
| Source |
EMAJ: Emerging Markets Journal; Vol 6, No 1 (2016); 59-62
2158-8708 2159-242X |
|
| Language |
eng
|
|
| Relation |
http://emaj.pitt.edu/ojs/index.php/emaj/article/view/88/265
|
|
| Rights |
Copyright (c) 2016 EMAJ: Emerging Markets Journal
|
|