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Chinese Equity Market and the Efficient Frontier

Tunaru, Radu, Fabozzi, Frank J., Wu, Tony (2006) Chinese Equity Market and the Efficient Frontier. Applied Financial Economics Letters, 2 (2). pp. 87-94. (doi:10.1080/17446540500426755) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:25102)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
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
DOI/Identification number: 10.1080/17446540500426755
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Divisions > Kent Business School - Division > Department of Accounting and Finance
Depositing User: Jennifer Knapp
Date Deposited: 19 Jul 2010 10:25 UTC
Last Modified: 16 Nov 2021 10:03 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/25102 (The current URI for this page, for reference purposes)
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