International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches

Author： Abid Fathi Leung Pui Lam Mroua Mourad Wong Wing Keung

Publisher： MDPI

E-ISSN： 1911-8074|7|2|45-66

ISSN： 1911-8074

Source： Journal of Risk and Financial Management, Vol.7, Iss.2, 2014-05, pp. : 45-66

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches

By Chiang Thomas C. Lean Hooi Hooi Wong Wing-Keung

Journal of Risk and Financial Management, Vol. 1, Iss. 1, 2008-12 ,pp. : 1-41

MDPI

Access to resources Recommend Favorite

Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios

By Fidan Keçeci Neslihan Kuzmenko Viktor Uryasev Stan

Journal of Risk and Financial Management, Vol. 9, Iss. 4, 2016-10 ,pp. : 11-11

MDPI

Access to resources Recommend Favorite

The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio

By Busse Marc Dacorogna Michel Kratz Marie

Risks, Vol. 2, Iss. 3, 2014-07 ,pp. : 260-276

MDPI

Access to resources Recommend Favorite

Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis

By Allen David E. McAleer Michael Powell Robert J. Singh Abhay K.

Journal of Risk and Financial Management, Vol. 9, Iss. 2, 2016-06 ,pp. : 6-6

MDPI

Access to resources Recommend Favorite

Worst-Case Portfolio Optimization under Stochastic Interest Rate Risk

By Engler Tina Korn Ralf

Risks, Vol. 2, Iss. 4, 2014-12 ,pp. : 469-488

MDPI

Access to resources Recommend Favorite