La diversification internationale est-elle toujours d’actualité (notice n° 1022638)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03534cam a2200325 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250125165820.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Montassar, Zayati |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | La diversification internationale est-elle toujours d’actualité |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2022.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 52 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Cet article présente une mesure des gains de diversification internationale des portefeuilles selon une approche dynamique. Pour ce faire, nous dérivons une mesure conditionnelle VAR-GARCH-DCC des gains attendus pour des investisseurs appartenant à plusieurs pays. Notre échantillon comprend l’indice du pétrole et sept marchés boursiers. Nous montrons empiriquement que la performance des portefeuilles internationaux est supérieure à la performance locale pour l’ensemble des investisseurs. Cette performance varie en fonction de la corrélation dynamique et des proportions allouées par les investisseurs à chaque marché. Nos résultats montrent également la continuité de la supériorité de la diversification internationale par rapport à une diversification nationale d’une part, et que les marchés émergents continuent à offrir une meilleure performance d’autre part. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This article presents a measure of the gains from international portfolio diversification using a dynamic approach. To do this, we derive a conditional measure VAR-GARCH-DCC of the expected earnings for investors belonging to several countries. Our sample includes the oil index and seven stock markets. We empirically show that the performance of international portfolios is superior to the local performance for all investors. This performance varies depending on the dynamic correlation and the proportions allocated by investors to each market. Our results also show the continued superiority of international diversification over domestic diversification on the one hand, and that emerging markets continue to perform better on the other. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Este artículo presenta una medida de las ganancias de la diversificación de la cartera internacional utilizando un enfoque dinámico. Para ello, derivamos una medida condicional VAR-GARCH-DCC de las ganancias esperadas para los inversores pertenecientes a varios países. Nuestra muestra incluye el índice de petróleo y siete mercados de valores. Demostramos empíricamente que el desempeño de las carteras internacionales es superior al desempeño local para todos los inversionistas. Este desempeño varía en función de la correlación dinámica y las proporciones asignadas por los inversores a cada mercado. Nuestros resultados también muestran la superioridad continua de la diversificación internacional sobre la diversificación nacional, por un lado, y que los mercados emergentes continúan obteniendo mejores resultados por el otro. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | corrélation dynamique |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | GARCH Multivarié Asymétrique |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | évaluation Internationale |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | diversification de Portefeuilles |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | MEDAFI |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | International valuation |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Portfolio diversification |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | dynamic correlation |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | GARCH Multivariate Asymmetric |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | CAPM |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Bellalah, Makram |
| Relator term | author |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Chaabene, Améni Sallemi |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | La Revue des Sciences de Gestion | 311 | 5 | 2022-01-31 | p. 129-137 | 1160-7742 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/revue-des-sciences-de-gestion-2021-5-page-129?lang=fr&redirect-ssocas=7080">https://shs.cairn.info/revue-des-sciences-de-gestion-2021-5-page-129?lang=fr&redirect-ssocas=7080</a> |
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