An examination of diversification benefits under different market conditions / Rohit Kishore

• Main Author: Kishore, Rohit
• Format: Article
• Language: English
• Published: 2012
• Subjects: HG Finance; Investment, capital formation, speculation; Stock exchanges. Insider trading in securities; Stock price indexes. Stock quotations; Bonds; Government securities. Industrial securities. Venture capital
• Online Access: https://ir.uitm.edu.my/id/eprint/59631/1/59631.pdf; https://ir.uitm.edu.my/id/eprint/59631/; http://myjms.mohe.gov.my/index.php/tifej
• Institution: Universiti Teknologi Mara

This study examines risk diversification benefits achievable to the Australian mixed-asset portfolio of stocks and bonds from inclusion of listed property trusts (LPTs) as the third asset class in the portfolio. There is available considerable literature showing evidence of added risk diversificati...