Long-Term Global Market Correlations

Articles
  1. Poor
  2. Satisfactory
  3. Good
  4. Very Good
  5. Excellent

Be the first. (0 ratings)

Log in to rate this article.

Source: Yale ICF Working Paper
William N. Goetzmann Lingfeng Li K. Geert Rouwenhorst

Read

Abstract

In order to examine the correlation structure of global equity markets, the authors measure two components of the benefits of international diversification: Variation of the average correlation across markets and variation of the investment opportunity set.
Topics
Portfolio Management
    :
  • Asset Allocation
    • ·
  • Equity Portfolio Management Strategies
Credits · About the CE Program
1 CE Manage CE Credits

People who viewed this page also viewed:

Publications

Credit Suisse Global Wealth Report

The "Credit Suisse Global Wealth Report" is a comprehensive study of world wealth that analyzes the world’s entire 200 trillion ... More

Publications

Credit Suisse Global Wealth Databook

This Databook displays the detailed dataset backing the "Credit Suisse Global Wealth Report," the comprehensive study of world ... More

Publications

UCITS IV: The Path to Greater Efficiency

This paper proposes strategies for capitalizing on the opportunities that may come from UCITS IV, which could potentially create economies ... More

Loading ...