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- W2108334627 abstract "This study documents how China's stock market is able to contribute differently and substantially to the diversification benefits of international investment portfolios. Moreover, allowing exposure to the stock market in China allows international investors to span combinations in the risk-return space that are otherwise unavailable by investing only in developed markets such as US, UK, German, and French stock markets. In addition, it is found that the efficient frontier is not sensitive to changes in parameters." @default.
- W2108334627 created "2016-06-24" @default.
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- W2108334627 date "2006-03-01" @default.
- W2108334627 modified "2023-09-23" @default.
- W2108334627 title "Chinese equity market and the efficient frontier" @default.
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- W2108334627 doi "https://doi.org/10.1080/17446540500426755" @default.
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