Investigation of the systematic covariation and intertemporal stability of share prices among Singapore and other pacific basin stock exchanges.
Kok, Pansy Mee Hwa.
Leong, Yin Fong.
Tan, York Kah.
Date of Issue1993
College of Business (Nanyang Business School)
International diversification provides the opportunity for the investor to reduce portfolio systematic risk. Generally, low positive or negative correlations between national stock markets is the key to maximise his risk return tradeoff.
NANYANG TECHNOLOGICAL UNIVERSITY