SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Oops, we should have diversified!
6 references·6 citing·41 second hop
Oops, we should have diversified! (2009)Oops, we should have diversified!Country versus Region Effects in International Stock Returns (2005)Country versus Region Effects…Diversification benefits of emerging markets subject to portfolio constraints (2003)Diversification benefits of e…Emerging Markets: When Are They Worth It? (2002)Emerging Markets: When Are Th…Emerging equity market volatility (1997)Emerging equity market volati…Global Portfolio Optimization (1992)Global Portfolio OptimizationInvestor Diversification and International Equity Markets (1991)Investor Diversification and …Regional and global integration of Asian stock markets (2019)Regional and global integrati…Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets (2018)Volatility and shock interact…Frontier markets’ efficiency: mutual information and detrended fluctuation analyses (2018)Frontier markets’ efficiency:…Looking at new markets for international diversification: frontier markets (2015)Looking at new markets for in…Volatility Spillovers Between Oil Prices And Stock Returns: A Focus On Frontier Markets (2014)Volatility Spillovers Between…Is the Diversification Benefit of Frontier Markets Realizable by Mean-Variance Investors? The Evidence of Investable Funds (2013)Is the Diversification Benefi…PORTFOLIO SELECTION* (1952)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Intellectual capital reporting and its relation to market and financial performance (2018)Portfolio Investment diversification at Global stock market: A Cointegration Analysis of Emerging BRICS(P) Group (2020)Oil and the Macroeconomy since World War II (1983)Multivariate Simultaneous Generalized ARCH (1995)Oil price shocks and stock market activity (1999)Is the correlation in international equity returns constant: 1960–1990? (1995)Time‐Varying World Market Integration (1995)Volatility Spillover in Regional Emerging Stock Markets: A Structural Time-Series Approach (2006)American Economic Review (2019)How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Dynamics and determinants of spillovers across the option-implied volatilities of US equities (2019)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Modern Portfolio Theory and Investment Analysis. (1982)Common risk factors in the returns on stocks and bonds (1993)A Shrinkage Approach to Model Uncertainty and Asset Allocation (2005)Emerging markets research: Trends, issues and future directions (2012)Portfolio concentration and performance of institutional investors worldwide (2016)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Local Return Factors and Turnover in Emerging Stock Markets (1999)Emerging markets finance (2003)Changes in the international comovement of stock returns and asymmetric macroeconomic shocks (2008)Diversification in euro area stock markets: Country versus industry (2008)Country effect on firm performance: A multilevel approach (2009)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)
this work references cited by second hop

References

  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1992Global Portfolio Optimization1,846 cited
  • 1997Emerging equity market volatility1,703 cited
  • 2003Diversification benefits of emerging markets subject to portfolio constraints230 cited
  • 2005Country versus Region Effects in International Stock Returns97 cited
  • 2002Emerging Markets: When Are They Worth It?81 cited

Cited by

  • 2014Volatility Spillovers Between Oil Prices And Stock Returns: A Focus On Frontier Markets61 cited
  • 2015Looking at new markets for international diversification: frontier markets27 cited
  • 2018Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets26 cited
  • 2019Regional and global integration of Asian stock markets25 cited
  • 2018Frontier markets’ efficiency: mutual information and detrended fluctuation analyses22 cited
  • 2013Is the Diversification Benefit of Frontier Markets Realizable by Mean-Variance Investors? The Evidence of Investable Funds19 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work