PORTFOLIO DIVERSIFICATION OPPORTUNITIES WITHIN EMERGING AND FRONTIER STOCK MARKETS: EVIDENCE FROM TEN ASIAN COUNTRIES

In this paper, we take the case of Asian investors in any one out of ten emerging and frontier Asian (EFA) nations with an investment portfolio comprising of the MSCI of the home country, MSCIs of nine other Asian countries and stock market index of a developed nation. We examine their portfolio div...

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Bibliographic Details
Main Authors: Seema Wati Narayan, Mobeen Ur Rehman
Format: Article
Language:Indonesian
Published: Bank Indonesia 2018-09-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Subjects:
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/893