Chinese Equity Market and the Efficient Frontier

Tunaru, Radu and Fabozzi, Frank J. and Wu, Tony (2006) Chinese Equity Market and the Efficient Frontier. Applied Financial Economics Letters, 2 (2). pp. 87-94. (The full text of this publication is not available from this repository)

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Official URL
http://dx.doi.org/10.1080/17446540500426755

Abstract

This study documents how China's stock market is able to contribute differently and substantially to the diversification benefits of international investment portfolios. Moreover, allowing exposure to the stock market in China allows international investors to span combinations in the risk-return space that are otherwise unavailable by investing only in developed markets such as US, UK, German, and French stock markets. In addition, it is found that the efficient frontier is not sensitive to changes in parameters.

Item Type: Article
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculties > Social Sciences > Kent Business School > Accounting and Finance
Depositing User: Jennifer Knapp
Date Deposited: 19 Jul 2010 10:25
Last Modified: 10 Jun 2014 10:55
Resource URI: http://kar.kent.ac.uk/id/eprint/25102 (The current URI for this page, for reference purposes)
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