The persistency of international diversification benefits: the role of the asymmetry volatility model

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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 variance-covariance estimation. Whilst emphasising the role of the asymmetry volatility model in portfolio formation, we also investigate the econ...

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Bibliographic Details
Main Authors:	Ung, Sze Nie, Choo, Wei Chong, Sambasivan, Murali, Md Nassir, Annuar
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) and Penerbit Universiti Sains Malaysia 2014
Online Access:	http://psasir.upm.edu.my/id/eprint/35767/ http://psasir.upm.edu.my/id/eprint/35767/1/The%20persistency%20of%20international%20diversification%20benefits%20the%20role%20of%20the%20asymmetry%20volatility%20model.pdf

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