An analysis of the gains from Asia-Pacific portfolio diversification : an Indonesian perspective : a thesis presented in partial fulfilment of the requirements for the degree of Master of Business Studies in Finance at Massey University

dc.contributor.authorSyarif, Agus
dc.date.accessioned2016-05-18T02:23:46Z
dc.date.available2016-05-18T02:23:46Z
dc.date.issued1996
dc.description.abstractThis study examines the level of gains for Indonesian investors who diversify their portfolios into Asia-Pacific stock markets compared to purely domestic diversification. The study covers the national stock markets of Australia, Hongkong, India, Japan, Malaysia, New Zealand, Philippines, Singapore, South Korea, Taiwan, and Thailand over the period 1990-1994 and 1992-1994. The two overlapping periods were chosen because there was an improved performance of both the Indonesian market and the Asia-Pacific markets for the latter period, in terms of both increased return and reduced risk. Potential gains from Asia-Pacific diversification are shown to exist for the period 1990-1994. In contrast, the period 1992-1994 indicates that the Indonesian investors cannot significantly benefit from the Asia-Pacific diversification. Thus this study indicates that the Indonesian investors should diversify their portfolios within the Indonesian stock market instead of diversifying into Asia-Pacific portfolios.en_US
dc.identifier.urihttp://hdl.handle.net/10179/7841
dc.language.isoenen_US
dc.publisherMassey Universityen_US
dc.rightsThe Authoren_US
dc.subjectPortfolio managementen_US
dc.subjectIndonesiaen_US
dc.subjectInvestmentsen_US
dc.titleAn analysis of the gains from Asia-Pacific portfolio diversification : an Indonesian perspective : a thesis presented in partial fulfilment of the requirements for the degree of Master of Business Studies in Finance at Massey Universityen_US
dc.typeThesisen_US
massey.contributor.authorSyarif, Agusen_US
thesis.degree.disciplineFinanceen_US
thesis.degree.grantorMassey Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Business Studies (M. B. A.)en_US
Files
Original bundle
Now showing 1 - 2 of 2
Loading...
Thumbnail Image
Name:
01_front.pdf
Size:
627.88 KB
Format:
Adobe Portable Document Format
Description:
Loading...
Thumbnail Image
Name:
02_whole.pdf
Size:
9.33 MB
Format:
Adobe Portable Document Format
Description:
License bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
license.txt
Size:
804 B
Format:
Item-specific license agreed upon to submission
Description: