Is a correlation-based investment strategy beneficial for long-term international portfolio investors?

HIGHLIGHTS

  • who: Seema Wati Narayan from the Association, Melbourne, Australia South Ural State University have published the article: Is a correlation-based investment strategy beneficial for long-term international portfolio investors?, in the Journal: (JOURNAL) of December/30,/2016
  • what: This study examines the long-term benefits of the correlation for portfolios based on the stock market in the from 2000 to 2016. Rather than grouping all j markets into a single portfolio, the authors develop five portfolios based on the unconditional correlation between markets (i) and_(j) over the study period. Previous studies did not . . .

     

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