International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches

This paper applies the mean-variance portfolio optimization (PO) approach and the stochastic dominance (SD) test to examine preferences for international diversification versus domestic diversification from American investors’ viewpoints. Our PO results imply that the domestic diversification strate...

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Hauptverfasser: Fathi Abid, Pui Lam Leung, Mourad Mroua, Wing Keung Wong
Format: Artigo
Sprache:Inglês
Veröffentlicht: MDPI AG 2014-05-01
Schriftenreihe:Journal of Risk and Financial Management
Schlagworte:
international diversification
domestic diversification
mean-variance portfolio optimization
stochastic dominance
Online Zugang:http://www.mdpi.com/1911-8074/7/2/45
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