Domestically formed international diversification

We examine whether portfolios of U.S. stocks can mimic foreign index returns thereby providing investors with the benefits of international diversification without investing directly in assets that trade abroad. We study 7 developed markets and 8 emerging markets over 1975-2013. Portfolios of U.S. s...

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Bibliographic Details
Main Authors: Qinye Lu, Andrew Vivian
Format: Default Article
Published: 2019
Subjects:
Online Access:https://hdl.handle.net/2134/11494401.v1
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