Please use this identifier to cite or link to this item:
|Title:||Optimal portfolio diversification in the Asia-Pacific region incorporating currency risk and interest rate term premiums||Authors:||Kaw, Kelvin Jon Wua
|Keywords:||DRNTU::Business::Finance::Portfolio management||Issue Date:||2003||Abstract:||The dissertation explores the concept of time-varying international portfolio allocation from the perspective of a global investor holding the world portfolio, diversifying in toe the Asia-Pacific region. The paper involves the application of the International CAPM framework to generate optimal holding, employing a QTARCH process to model time-varying quantities and prices of risk.||URI:||http://hdl.handle.net/10356/7385||Rights:||Nanyang Technological University||Fulltext Permission:||restricted||Fulltext Availability:||With Fulltext|
|Appears in Collections:||NBS Theses|
Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.