An empirical examination of the diversification benefits of U.K. international equity closed-end funds
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DOI: 10.1016/j.irfa.2017.10.010
Abstract: I use the Bayesian approach of Wang (1998) to examine the diversification benefits of international equity U.K. closed-end funds (CEF) in the presence of market frictions. No short selling constraints substantially reduce, and in some… read more here.
Keywords: international equity; benefits international; diversification benefits; diversification ... See more keywords
Portfolio Diversification Benefits at Different Investment Horizons During the Arab Uprisings: Turkish Perspectives Based on MGARCH–DCC and Wavelet Approaches
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DOI: 10.1080/1540496x.2017.1362555
Abstract: ABSTRACT This study is an initial attempt at investigating the extent to which portfolio diversification benefits at different investment horizons are available to a Turkish investor from investment in MENA countries exposed to the Arab… read more here.
Keywords: investment; diversification benefits; portfolio diversification; investment horizons ... See more keywords