Optimal portfolio diversification in the Asia-Pacific region incorporating currency risk and interest rate term premiums
The dissertation explores the concept of time-varying international portfolio allocation from the perspective of a global investor holding the world portfolio, diversifying in toe the Asia-Pacific region. The paper involves the application of the International CAPM framework to generate optimal hold...
| Main Authors: | , |
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| Format: | Thesis |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7385 |