Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 10/226, pp. 1-28
weights of American stocks in the Asia-US portfolios were found to be higher during the Chinese stock market crash than in the … US financial crisis. For the majority of the Asia-China portfolios, the optimal weights of the Chinese stocks were almost …