Schrimpf (2012), "International Diversification Benefits with Foreign Exchange Investment Styles".This paper studies portfolio … well-diversified international portfolios. Our results suggest that FX investment styles generate significant improvements …-of-sample experiment mimicking investor decisions in real-time.The paper "International Diversification Benefits with Foreign Exchange …

, and international stocks. Overall, our results suggest that there are significant improvements in international portfolio … but we also show that international portfolios augmented by FX investment styles are superior in terms of second and third … portfolio augmented by FX investment styles compared to the benchmark. -- International Diversification ; Foreign Exchange …

This paper analyzes diversification benefits from international securitized real estate in a mixed-asset context. We … account for foreign exchange risk exposure. From the perspective of a US investor, it is shown that first, international … diversification is superior to a US mixed-asset portfolio, second, adding international real estate to an already internationally …

-based management of the currency component of well-diversified international portfolios. Our results suggest that FX investment styles …