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...
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Theses and Dissertations |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7385 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |