The benefits to South African investors from international portfolio diversification using an ex ante investment strategy
This investigation uses an ex ante 'buy the market' investment strategy to compare the risk-return characteristics of a South African portfolio with an internationally diversified portfolio representing 18 countries during the 1969 - 1983 period. Without taking differences in risk into con...
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Format: | Article |
Language: | English |
Published: |
AOSIS
1987-06-01
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Series: | South African Journal of Business Management |
Online Access: | https://sajbm.org/index.php/sajbm/article/view/1002 |