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 variancecovariance estimation. Whilst emphasising the role of the asymmetry volatility model in portfolio formation, we also investigate the eco...

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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) 2014
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/40020/ http://eprints.usm.my/40020/1/AAMJAF_10-1-7-G1_%28151-165%29.pdf

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