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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron: Seema Wati Narayan, Mobeen Ur Rehman, Yi-Shuai Ren, Chaoqun Ma
Fformat: Erthygl
Iaith:English
Cyhoeddwyd: SpringerOpen 2023-03-01
Cyfres:Financial Innovation
Pynciau:
Mynediad Ar-lein:https://doi.org/10.1186/s40854-023-00471-9