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Institutional flows and equity style diversification

Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Applied financial economics 18 (2008) 16/18, pp. 1441-1450

Persistent link: https://www.econbiz.de/10003779553

Portfolio diversification effects of trading blocs : the case of NAFTA

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Journal of multinational financial management 16 (2006) 3, pp. 315-331

Persistent link: https://www.econbiz.de/10003328761

iShares and the US market risk exposure

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Journal of business finance & accounting : JBFA 36 (2009) 7/8, pp. 972-986

Persistent link: https://www.econbiz.de/10003902650

Optimization, cointegration and diversification gains from international portfolios : an out-of-sample analysis

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-286

Persistent link: https://www.econbiz.de/10009272498

Increasing input information and realistically measuring potential diversification gains from international portfolio investments

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Global finance journal 15 (2004) 2, pp. 197-217

Persistent link: https://www.econbiz.de/10002375122

Structuring global property portfolios : a cointegration approach

Gallo, John Gregory; Lockwood, Larry Joseph; Zhang, Ying - In: The journal of real estate research 35 (2013) 1, pp. 53-81

Persistent link: https://www.econbiz.de/10009791123

Structuring Global Property Portfolios : A Cointegration Approach

Gallo, John G. - 2013

We create globally diversified real estate portfolios using cointegration methods over 1992-2009. Cointegration is robust to intertemporal correlation instability, identifies markets that share common factors and long-term trends, and identifies leading markets that do not respond to deviations...

Persistent link: https://www.econbiz.de/10013084878