A Note on International Diversification with Short Selling

Yiuman Tse; Raymond So

A Note on International Diversification with Short Selling

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Review of Quantitative Finance and Accounting
Volume	16
State	Published - 2001

Disciplines

Business

Cite this

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title = "A Note on International Diversification with Short Selling",

author = "Yiuman Tse and Raymond So",

note = "In this paper, the diversification benefits of using stock index futures are examined. Empirical evidence shows that traditional diversification in international equity markets does not produce a...",

year = "2001",

language = "American English",

volume = "16",

journal = "Review of Quantitative Finance and Accounting",

}

TY - JOUR

T1 - A Note on International Diversification with Short Selling

AU - Tse, Yiuman

AU - So, Raymond

N1 - In this paper, the diversification benefits of using stock index futures are examined. Empirical evidence shows that traditional diversification in international equity markets does not produce a...

PY - 2001

Y1 - 2001

UR - https://link.springer.com/article/10.1023/A:1011239408237

M3 - Article

VL - 16

JO - Review of Quantitative Finance and Accounting

JF - Review of Quantitative Finance and Accounting

ER -

A Note on International Diversification with Short Selling

Disciplines

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