The benefits of international diversification have been recognized for decades. In spite of this, most investors hold … nearly all of their wealth in domestic assets. In this paper, we construct new estimates of the international equity … domestic equity market to be several hundred basis points higher than returns in other markets. This lack of diversification …

The benefits of international diversification have been recognized for decades. In spite of this, most investors hold … nearly all of their wealth in domestic assets. In this paper, we construct new estimates of the international equity … domestic equity market to be several hundred basis points higher than returns in other markets. This lack of diversification …

2007 and 2021, this study aims to examine if there are any advantages to diversification in ASEAN markets for Vietnamese … period and a 12-month rolling correlation window. To assess the benefits of diversification, several portfolios are built … have risen between before and after crises. Diversification advantages are available to Vietnamese investors, although …