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International portfolio diversification, skewness and the role of gold
(ESC Lille, 2007)
The paper examines the optimal allocation of assets in well diversified equity based portfolio where the investor is concerned not only with mean and variance but also with the skewness of the returns.
International portfolio diversification: Is there a role for the Middle East and North Africa?
(Elsevier, 2007)
We examine the issue of possible portfolio diversification benefits into seven Middle East and North African (MENA) stock markets. We construct international portfolios in dollars and local currencies. Ex ante weights are ...