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- 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