Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges.
International diversification provides the opportunity for the investor to reduce portfolio systematic risk. Generally, low positive or negative correlations between national stock markets is the key to maximise his risk return tradeoff.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/20178 |