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Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration using Stochastic Dominance

Yıl 2017, Cilt: 7 Sayı: 2, 562 - 567, 01.06.2017

Aekkachai Nittayagasetwat Jiroj Buranasiri

Öz

This research paper investigates the benefit of risk diversification under the increase in the integration of AEC countries’ capital markets during 1999 and 2016. The evidences from the correlation and mean-variance analysis confirm the higher stock market integration. However, the empirical results from Stochastic Dominance technique show that the equally weighted portfolio built from combining the stock index portfolios of five AEC countries has lower ability to dominate stock index portfolio of each AEC country. In other words, the value from combining AEC countries’ stock markets is decreasing

Anahtar Kelimeler

Integration Mean-Variance Analysis Stochastic Dominance

Yıl 2017, Cilt: 7 Sayı: 2, 562 - 567, 01.06.2017

Aekkachai Nittayagasetwat Jiroj Buranasiri

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA73YN27EN
Bölüm Araştırma Makalesi
Yazarlar

Aekkachai Nittayagasetwat Bu kişi benim

Jiroj Buranasiri Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2017
Yayımlandığı Sayı Yıl 2017 Cilt: 7 Sayı: 2

Kaynak Göster

APA Nittayagasetwat, A., & Buranasiri, J. (2017). Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration using Stochastic Dominance. International Journal of Economics and Financial Issues, 7(2), 562-567.
AMA Nittayagasetwat A, Buranasiri J. Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration using Stochastic Dominance. IJEFI. Haziran 2017;7(2):562-567.
Chicago Nittayagasetwat, Aekkachai, ve Jiroj Buranasiri. “Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration Using Stochastic Dominance”. International Journal of Economics and Financial Issues 7, sy. 2 (Haziran 2017): 562-67.
EndNote Nittayagasetwat A, Buranasiri J (01 Haziran 2017) Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration using Stochastic Dominance. International Journal of Economics and Financial Issues 7 2 562–567.
IEEE A. Nittayagasetwat ve J. Buranasiri, “Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration using Stochastic Dominance”, IJEFI, c. 7, sy. 2, ss. 562–567, 2017.
ISNAD Nittayagasetwat, Aekkachai - Buranasiri, Jiroj. “Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration Using Stochastic Dominance”. International Journal of Economics and Financial Issues 7/2 (Haziran 2017), 562-567.
JAMA Nittayagasetwat A, Buranasiri J. Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration using Stochastic Dominance. IJEFI. 2017;7:562–567.
MLA Nittayagasetwat, Aekkachai ve Jiroj Buranasiri. “Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration Using Stochastic Dominance”. International Journal of Economics and Financial Issues, c. 7, sy. 2, 2017, ss. 562-7.
Vancouver Nittayagasetwat A, Buranasiri J. Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration using Stochastic Dominance. IJEFI. 2017;7(2):562-7.