Title: Global Portfolio Diversification with Emerging Stock Markets.
Authors: Meriç, İlhan; Jie Ding; Meriç, Gülser
Abstract: Because of their low correlation with each other and with developed stock markets, emerging stock markets are generally mentioned as attractive portfolio diversification prospects for global investors. In this paper, we use the Principal Components Analysis (PCA) method to study the global portfolio diversification opportunities for the investors of seven developed stock markets in twenty emerging stock markets with data for the January 1, 2003-January 1, 2014 period.
Subjects: INVESTMENTS; PRINCIPAL components analysis; STOCK exchanges
Publication: EMAJ: Emerging Markets Journal, 2016, Vol 6, Issue 1, p58
ISSN: 2159-242X
Publication type: Academic Journal
DOI: 10.5195/emaj.2016.88

Global Portfolio Diversification with Emerging Stock Markets.

Meriç, İlhan; Jie Ding; Meriç, Gülser