Is a correlation-based investment strategy beneficial for long-term international portfolio investors?
Abstract Using negative to low-correlated assets to manage short-term portfolio risk is not uncommon among investors, although the long-term benefits of this strategy remain unclear. This study examines the long-term benefits of the correlation strategy for portfolios based on the stock market in As...
Hlavní autoři: | Seema Wati Narayan, Mobeen Ur Rehman, Yi-Shuai Ren, Chaoqun Ma |
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Médium: | Článek |
Jazyk: | English |
Vydáno: |
SpringerOpen
2023-03-01
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Edice: | Financial Innovation |
Témata: | |
On-line přístup: | https://doi.org/10.1186/s40854-023-00471-9 |
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