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The Journal of Wealth Management

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Time to Stay Home? Global Diversification during
the Past 25 Years

Stephen E. Christophe
The Journal of Wealth Management Summer 2017, 20 (1) 37-45; DOI: https://doi.org/10.3905/jwm.2017.20.1.037
Stephen E. Christophe
is a professor of finance in the School of Business at George Mason University in Fairfax, VA.
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  • For correspondence: schristo@gmu.edu
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Article Information

vol. 20 no. 1 37-45
DOI 
https://doi.org/10.3905/jwm.2017.20.1.037

Published By 
Pageant Media Ltd
Print ISSN 
1534-7524
Online ISSN 
2374-1368
History 
  • Published online April 30, 2017.

Copyright & Usage 
© 2017 Pageant Media Ltd

Author Information

  1. Stephen E. Christophe
    1. is a professor of finance in the School of Business at George Mason University in Fairfax, VA. (schristo{at}gmu.edu)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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The Journal of Wealth Management: 20 (1)
The Journal of Wealth Management
Vol. 20, Issue 1
Summer 2017
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Time to Stay Home? Global Diversification during
the Past 25 Years
Stephen E. Christophe
The Journal of Wealth Management Apr 2017, 20 (1) 37-45; DOI: 10.3905/jwm.2017.20.1.037

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Time to Stay Home? Global Diversification during
the Past 25 Years
Stephen E. Christophe
The Journal of Wealth Management Apr 2017, 20 (1) 37-45; DOI: 10.3905/jwm.2017.20.1.037
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  • Article
    • Abstract
    • CORRELATIONS AND RETURNS OF THE U.S. INDEX AND THE FOREIGN INDEXES
    • THE PORTFOLIO WEIGHTS AND SHARPE MEASURE OF THE OTA PORTFOLIO
    • COMPARING PERFORMANCE: THE SHARPE MEASURE OF THE OTA VERSUS THE THREE OTHER PORTFOLIO ALLOCATIONS
    • WHAT ABOUT THE FOREIGN SMALL-CAP SECTOR?
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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