stdClass Object
(
    [id] => 8074
    [paper_index] => EW201802-01-002352
    [title] => PORTFOLIO DIVERSIFICATION AND EFFICIENT FRONTIER ON EQUITY MARKETS AND COMMODITY
    [description] => <p>1.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bodie, Z., &amp;Rosansky, V. (1980). Risk and Returns in Commodity Futures.&nbsp;Financial Analysts Journal,&nbsp;36.</p>

<p>2.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rezayat, F., &amp;Yavas, B. (2006). International portfolio diversfication: A study of linkages among the U.S., European and Japanese equity markets.&nbsp;Journal Of Multinational Financial Management,&nbsp;16(4), 440-458.</p>

<p>3.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Campa, J., &amp;Fernandes, N. (2006). Sources of gains from international portfolio diversification.Journal of Empirical Finance,&nbsp;13(4-5), 417-443.</p>

<p>4.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bahr, K., &amp; Maas, W. (2014). International Equity Returns: Absolute vs. Dollar Adjusted.&nbsp;Journal Of Accounting And Finance,&nbsp;14.</p>

<p>5.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Meric, I., Gishlick, H., Taga, L., &amp;Meric, G. (2011). Risks, Returns, and Portfolio Diversification Benefits of Country Index Funds in Bear and Bull Markets.&nbsp;Business and Economics Journal,&nbsp;2.</p>

<p>6.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Patev, P., Kanaryan, N., &amp;Lyroudi, K. (2006). Stock market crises and portfolio diversification in Central and Eastern Europe.&nbsp;Managerial Finance,&nbsp;32(5), 415-432.</p>

<p>7.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Maria, H. (2013). The Analysis of The Real Estate Investments In The Current Economic Environment.&nbsp;The Journal of Faculty Of Economics- Economic,&nbsp;1(1).</p>

<p>8.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GholipourFereidouni, H., &amp;AriffinMasron, T. (2013). Real estate market factors and foreign real estate investment.&nbsp;Journal of Economic Studies,&nbsp;40(4), 448-468.</p>

<p>9.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blanchard, O. and J. Gal&iacute; (2007), &ldquo;The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so different from the 1970s?&rdquo; NBER Working Paper N&deg;13368.</p>

<p>10.&nbsp;&nbsp;&nbsp;&nbsp; De Gregorio, J., O. Landerretche and C. Neilson (2007), &ldquo;Another Pass- Through Bites the Dust? Oil Prices and Inflation&rdquo;, Econom&iacute;a, volumen 7, n&uacute;mero 2, pp. 155-196.</p>

<p>11.&nbsp;&nbsp;&nbsp;&nbsp; Y. Bansal, S. Kumar and P. Verma (2014) Commodity Futures in Portfolio Diversification: Impact on Investor&rsquo;s Utility. Global Business and Management Research: An International Journal Vol. 6, No. 2.</p>

<p>12.&nbsp;&nbsp;&nbsp;&nbsp; Jensen, G., R. Johnson, &amp; J. Mercer. (2002), &ldquo;Tactical Asset Allocation and Commodity Futures: Ways to improve performance&rdquo;, Journal of Portfolio Management, Vol. 28 No.4, pp. 100-111.</p>

<p>13.&nbsp;&nbsp;&nbsp;&nbsp; Bloch, H. and Sapsford, D. (2000) &lsquo;Whither the terms of trade? An elaboration of the Prebisch- Singer hypothesis&rsquo;, Cambridge Journal of Economics 24: 461&ndash;481.</p>

    [author] => Md. Nur-Al-Ahad
    [googlescholar] => https://scholar.google.co.in/citations?user=KeqZGcIAAAAJ&hl=en
    [doi] => 
    [year] => 2018
    [month] => February
    [volume] => 6
    [issue] => 2
    [file] => eprapub/EW201802-01-002352.pdf
    [abstract] => <p>The theory of portfolio diversification has been around for many years. The concept of diversification plays a critical role in the international context. Investors have various options or more precisely asset class to choose on while investing in foreign markets. Inclusion of various asset classes does not ensure efficient portfolio diversification unless there exists negative correlations among the chosen asset class. In the present study, equity/market indices, real estate, and commodities have been chosen as various options for international portfolio diversification. It has been observed not all assets bring maximize returns for portfolio. Among all the commodities chosen gold has been found to contribute to optimal portfolio construction.</p>

<p><strong>KEYWORDS: </strong>Portfolio, Diversification, Commodities, Gold.</p>

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    [journalname] => EPRA International Journal of Economic and Business Review(JEBR)
    [short_code] => IJES
    [eissn] => 2347-9671 (O), 2349-0187(P)
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