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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