How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods

L. Barras and Dusan Isakov

Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-

Abstract: To obtain the maximum benefits from diversification, financial theory suggests that investors should invest internationally because of the larger potential for risk reduction stemming, from the lower correlation existing between assets of different countries. The question that we raise in this paper is how to choose the best mix of countries to diversify internationally?

Keywords: INVESTMENTS; MANAGEMENT; ECONOMIC MODELS; RISK (search for similar items in EconPapers)
JEL-codes: G11 G12 G15 (search for similar items in EconPapers)
Pages: 23 pages
Date: 2001
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Related works:
Working Paper: How To Diversify Internationally: A Comparison of Conditional and Unconditional Asset Allocation Methods (2001)
Working Paper: How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:2001.07

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