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ARTÍCULO
TITULO

Global Portfolio Diversification with Emerging Stock Markets

Ilhan Meriç    
Jie Ding    
Gülser Meriç    

Resumen

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.

PÁGINAS
pp. 59 - 62
MATERIAS
ECONOMÍA

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