Global Portfolio Diversification with Emerging Stock Markets
<p><span style="font-family: 'Times New Roman','serif'; font-size: 12pt; mso-fareast-font-family: SimSun; mso-ansi-language: EN-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA; mso-bidi-font-weight: bold;" lang="EN-US">Because of their lo...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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University Library System, University of Pittsburgh
2016-02-01
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| Series: | Emerging Markets Journal |
| Subjects: | |
| Online Access: | http://emaj.pitt.edu/ojs/index.php/emaj/article/view/88 |
| _version_ | 1818591311883665408 |
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| author | İlhan Meriç Jie Ding Gülser Meriç |
| author_facet | İlhan Meriç Jie Ding Gülser Meriç |
| author_sort | İlhan Meriç |
| collection | DOAJ |
| description | <p><span style="font-family: 'Times New Roman','serif'; font-size: 12pt; mso-fareast-font-family: SimSun; mso-ansi-language: EN-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA; mso-bidi-font-weight: bold;" lang="EN-US">Because of their low correlation with each other and with developed stock markets, emerging stock markets are generally mentioned as attractive portfolio diversification prospects for global investors. In this paper, we use the Principal Components Analysis (PCA) method to study the global portfolio diversification opportunities for the investors of seven developed stock markets in twenty emerging stock markets with data for the January 1, 2003-January 1, 2014 period</span>.</p> |
| first_indexed | 2024-12-16T10:10:26Z |
| format | Article |
| id | doaj.art-93f1daf6618140b7aa7e6b62b86156da |
| institution | Directory Open Access Journal |
| issn | 2159-242X 2158-8708 |
| language | English |
| last_indexed | 2024-12-16T10:10:26Z |
| publishDate | 2016-02-01 |
| publisher | University Library System, University of Pittsburgh |
| record_format | Article |
| series | Emerging Markets Journal |
| spelling | doaj.art-93f1daf6618140b7aa7e6b62b86156da2022-12-21T22:35:36ZengUniversity Library System, University of PittsburghEmerging Markets Journal2159-242X2158-87082016-02-0161596210.5195/emaj.2016.8877Global Portfolio Diversification with Emerging Stock Marketsİlhan Meriç0Jie Ding1Gülser Meriç2Rider UniversityRider UniversityRowan University<p><span style="font-family: 'Times New Roman','serif'; font-size: 12pt; mso-fareast-font-family: SimSun; mso-ansi-language: EN-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA; mso-bidi-font-weight: bold;" lang="EN-US">Because of their low correlation with each other and with developed stock markets, emerging stock markets are generally mentioned as attractive portfolio diversification prospects for global investors. In this paper, we use the Principal Components Analysis (PCA) method to study the global portfolio diversification opportunities for the investors of seven developed stock markets in twenty emerging stock markets with data for the January 1, 2003-January 1, 2014 period</span>.</p>http://emaj.pitt.edu/ojs/index.php/emaj/article/view/88Global Portfolio Diversification, Emerging Stock Markets, Correlation of National Stock Markets, Principal Components Analysis, Factor Loadings of Principal Components |
| spellingShingle | İlhan Meriç Jie Ding Gülser Meriç Global Portfolio Diversification with Emerging Stock Markets Emerging Markets Journal Global Portfolio Diversification, Emerging Stock Markets, Correlation of National Stock Markets, Principal Components Analysis, Factor Loadings of Principal Components |
| title | Global Portfolio Diversification with Emerging Stock Markets |
| title_full | Global Portfolio Diversification with Emerging Stock Markets |
| title_fullStr | Global Portfolio Diversification with Emerging Stock Markets |
| title_full_unstemmed | Global Portfolio Diversification with Emerging Stock Markets |
| title_short | Global Portfolio Diversification with Emerging Stock Markets |
| title_sort | global portfolio diversification with emerging stock markets |
| topic | Global Portfolio Diversification, Emerging Stock Markets, Correlation of National Stock Markets, Principal Components Analysis, Factor Loadings of Principal Components |
| url | http://emaj.pitt.edu/ojs/index.php/emaj/article/view/88 |
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