Market risks that change domestic diversification benefits

Author:

Sarwar Ghulam

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference40 articles.

1. The number of stocks in your portfolio should be larger than what you think: Diversification evidence from five developed countries;Alexeev;Journal of Investment Strategies,2014

2. Asymmetric dependence patterns in financial time series;Ammann;The European Journal of Finance,2009

3. International asset allocation with regime shifts;Ang;Review of Financial Studies,2015

4. The cross-section of volatility and expected returns;Ang;Journal of Finance,2006

5. High idiosyncratic volatility and low returns: International and further U.S. evidence;Ang;Journal of Financial Economics,2008

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