Dongwon Lee

University of California, Riverside (UCR)

900 University Avenue

Riverside, CA 92521

United States

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Scholarly Papers (1)

1.

Equity Market Globalization and Portfolio Rebalancing

Bank of Korea WP 2017-17
Number of pages: 53 Posted: 19 Jun 2017
Kyungkeun Kim and Dongwon Lee
Economic Research Institute, The Bank of Korea and University of California, Riverside (UCR)
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Abstract:

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Equity market globalization, Portfolio allocation, Portfolio rebalancing, Return correlation