The potential opportunities in international portfolio diversification
Author
Source
Arab Journal for Administration
Issue
Vol. 39, Issue 1 (31 Mar. 2019), pp.269-294, 26 p.
Publisher
League of Arab States The Arab Administrative Development Organization
Publication Date
2019-03-31
Country of Publication
Egypt
No. of Pages
26
Main Subjects
Topics
Abstract AR
This study aims to investigate potential opportunities in international portfolio diversification.
The study searches the opportunities for Egyptian investors in the Middle East and North Africa (MENA), European, Asian and United States stock markets.
The study investigates the relationship of the Egyptian’s stock market equity indices with world markets through examining the co-integrating behaviour, Granger causality tests, Variance Decompositions and Impulse Responses.
A domestic portfolio has been composed to be used as a benchmark in comparing the benefit of international portfolio diversification using the mean-variance Portfolio Optimization (PO) approach.
The results reveal that however the Egyptian market is integrated to the world market, there are still some gains could be achieved from international diversification
Abstract EN
This study aims to investigate potential opportunities in international portfolio diversification.
The study searches the opportunities for Egyptian investors in the Middle East and North Africa (MENA), European, Asian and United States stock markets.
The study investigates the relationship of the Egyptian’s stock market equity indices with world markets through examining the co-integrating behaviour, Granger causality tests, Variance Decompositions and Impulse Responses.
A domestic portfolio has been composed to be used as a benchmark in comparing the benefit of international portfolio diversification using the mean-variance Portfolio Optimization (PO) approach.
The results reveal that however the Egyptian market is integrated to the world market, there are still some gains could be achieved from international diversification
American Psychological Association (APA)
Hishmat, Nismah A.. 2019. The potential opportunities in international portfolio diversification. Arab Journal for Administration،Vol. 39, no. 1, pp.269-294.
https://search.emarefa.net/detail/BIM-995326
Modern Language Association (MLA)
Hishmat, Nismah A.. The potential opportunities in international portfolio diversification. Arab Journal for Administration Vol. 39, no. 1 (Mar. 2019), pp.269-294.
https://search.emarefa.net/detail/BIM-995326
American Medical Association (AMA)
Hishmat, Nismah A.. The potential opportunities in international portfolio diversification. Arab Journal for Administration. 2019. Vol. 39, no. 1, pp.269-294.
https://search.emarefa.net/detail/BIM-995326
Data Type
Journal Articles
Language
English
Notes
-
Record ID
BIM-995326
