Title

Playing The International Stock Diversification Game With An Unmarked Deck

Comments

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Abbreviated Journal Title

J. Bus. Res.

Keywords

Business

Abstract

An abundance of research has identified potential gains from investing in internationally diversified security portfolios. We have attempted to operationalize the idea by examining the performance of global portfolios prescribed by ex ante models. Evidence from the empirical analysis indicates that “realizing gains” with use of an ex ante model is more difficult than demonstrating “potential gains” with an ex post model. Our results suggests that the ex post models used to demonstrate “potential gains” from international diversification may not adequately generate “realized gains” when operationalized in a przctical setting.

Journal Title

Journal of Business Research

Volume

13

Issue/Number

6

Publication Date

1-1-1985

Document Type

Article

Language

English

First Page

465

Last Page

471

WOS Identifier

WOS:A1985AXJ4600001

ISSN

0148-2963

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