The Potential Opportunities in International Portfolio Diversification
| المصدر: | المجلة العربية للإدارة |
|---|---|
| الناشر: | المنظمة العربية للتنمية الإدارية |
| المؤلف الرئيسي: | Heshmat, Nesma Ahmed (Author) |
| المجلد/العدد: | مج39, ع1 |
| محكمة: | نعم |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2019
|
| الشهر: | مارس |
| الصفحات: | 269 - 294 |
| DOI: |
10.21608/AJA.2019.27953 |
| ISSN: |
1110-5453 |
| رقم MD: | 967466 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Egyptian Stock Markets | Portfolio Diversification Johansen Co-Integration Test | Causality | Impulse Response | Variance Decomposition
|
| رابط المحتوى: |
عدد مرات التحميل
23
| LEADER | 01928nam a22002297a 4500 | ||
|---|---|---|---|
| 001 | 1710403 | ||
| 024 | |3 10.21608/AJA.2019.27953 | ||
| 041 | |a eng | ||
| 044 | |b مصر | ||
| 100 | |9 339743 |a Heshmat, Nesma Ahmed |e Author | ||
| 245 | |a The Potential Opportunities in International Portfolio Diversification | ||
| 260 | |b المنظمة العربية للتنمية الإدارية |c 2019 |g مارس | ||
| 300 | |a 269 - 294 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b This study aims to investigate potential opportunities in international portfolio diversification. The study searches the opportunities for Egyptian investors in the Middle East and North Africa (MENA), European, Asian and United States stock markets. The study investigates the relationship of the Egyptian's stock market equity indices with world markets through examining the co-integrating behaviour, Granger causality tests, Variance Decompositions and Impulse Responses. A domestic portfolio has been composed to be used as a benchmark in comparing the benefit of international portfolio diversification using the mean-variance Port¬folio Optimization (PO) approach. The results reveal that however the Egyptian market is integrated to the world market, there are still some gains could be achieved from international diversification | ||
| 653 | |a المحافظ الاستثمارية |a المحافظ الدولية |a الأسواق المالية | ||
| 692 | |b Egyptian Stock Markets |b Portfolio Diversification Johansen Co-Integration Test |b Causality |b Impulse Response |b Variance Decomposition | ||
| 773 | |4 الإدارة |6 Management |c 013 |e Arab Journal of Administration |f Al-Mağallah Al-ʿArabiyyaẗ Lil-Īdārah |l 001 |m مج39, ع1 |o 0345 |s المجلة العربية للإدارة |v 039 |x 1110-5453 | ||
| 856 | |u 0345-039-001-013.pdf |n https://aja.journals.ekb.eg/article_27953.html | ||
| 930 | |d y |p y | ||
| 995 | |a EcoLink | ||
| 999 | |c 967466 |d 967466 | ||
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