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...

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Hlavní autoři: Seema Wati Narayan, Mobeen Ur Rehman, Yi-Shuai Ren, Chaoqun Ma
Médium: Článek
Jazyk:English
Vydáno: SpringerOpen 2023-03-01
Edice:Financial Innovation
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On-line přístup:https://doi.org/10.1186/s40854-023-00471-9