Optimal portfolio diversification in the Asia-Pacific region incorporating currency risk and interest rate term premiums
The dissertation explores the concept of time-varying international portfolio allocation from the perspective of a global investor holding the world portfolio, diversifying in toe the Asia-Pacific region. The paper involves the application of the International CAPM framework to generate optimal hold...
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| Main Authors: | , |
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| 其他作者: | |
| 格式: | Theses and Dissertations |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/7385 |
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| 機構: | Nanyang Technological University |