Ghilal, Rachid; Marhfor, Ahmed; MacZali, Bouchra; … - In: ACRN journal of finance and risk perspectives 10 (2021), pp. 204-221
In this study, we examine whether international portfolio diversification still matters despite an increase in the … does not necessarily imply a reduction in the benefits of international portfolio diversification. We also propose to … compare empirically two traditional strategies of international diversification (by country and industry) in addition to a new …