Correlation and portfolio diversification among South East Asia, emerging and developed countries

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Correlation and portfolio diversification among South East Asia, emerging and developed countries

The specific objective of this paper is to generate and analyze the average correlation coefficient between Malaysian equity market and other selected countries equity markets during the period of 17 years from January 1987 to December 2003. The study employs Linear Regression Model to determine th...

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Bibliographic Details
Main Authors:	Haron, Razali, Zainal Abidin, Sazali
Format:	Proceeding Paper
Language:	English
Published:	2008
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/10832/ http://irep.iium.edu.my/10832/1/Correlation_and_portfolio_diversification_among_SEA_emerging_and_developed_countries.pdf

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