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Applied Financial Economics Volume 19, 2009 - Issue 22
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Original Articles

Oops, we should have diversified!

Shamila A. Jayasuriya Department of Economics, Ohio University, Athens, OH 45701, USA
&
William Shambora Department of Economics, Ohio University, Athens, OH 45701, USACorrespondence[email protected]
Pages 1779-1785 | Published online: 28 Oct 2009

References

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  • Brooks , R and Del Negro , M . 2005 . Country versus region effects in international stock returns . Journal of Portfolio Management , 31 : 67 – 72 .
  • Conover , CM , Jensen , GR and Johnson , RR . 2002 . Emerging markets: when are they worth it? . Financial Analysts Journal , 58 : 86 – 95 .
  • French , KR and Poterba , JM . 1991 . Investor diversification and international equity markets . American Economic Review , 81 : 222 – 6 .
  • Li , K , Sarkar , A and Wang , Z . 2003 . Diversification benefits of emerging markets subject to portfolio constraints . Journal of Empirical Finance , 10 : 57 – 80 .
  • Tunaru , R , Fabozzi , F and Wu , T . 2006 . Chinese equity market and the efficient frontier . Applied Financial Economics Letters , 2 : 87 – 94 .

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