International Versus U.S. Sector Diversification Strategies in the Wake of the Asian Crisis

Tuluca, Sorin A.; Zwick, Burton; Seiler, Michael J.
January 2003
American Business Review;Jan2003, Vol. 21 Issue 1, p67
Academic Journal
Analyzes the effects of increased volatility and correlation on the use of diversification strategies to boost the performance of equity portfolios. Implication of the Asian crisis on U.S. equity portfolios; Global correlations of monthly returns; Relationship between global economic turmoil and global diversification strategies.


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