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