The Persistency Of International Diversification Benefits: The Role Of The Asymmetry Volatility Model

• المؤلفون الرئيسيون: Ung , Sze Nie, Choo , Wei Chong, Sambasivan, Murali, Md. Nassir, Annuar
• التنسيق: مقال
• اللغة: English
• منشور في: Asian Academy of Management (AAM) 2014
• الموضوعات: HD28-70 Management. Industrial Management
• الوصول للمادة أونلاين: http://eprints.usm.my/40020/1/AAMJAF_10-1-7-G1_%28151-165%29.pdf; http://eprints.usm.my/40020/; http://web.usm.my/journal/aamjaf/10-1-7-2014.html

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...