Cross-border Risk Diversification

Cross-Border Risk Diversification is a strategic financial approach within international diversification that involves allocating investments across national boundaries to reduce portfolio risk by leveraging differences in the economic, political, and market-specific risks inherent to individual countries.

25

Publications

1.9K

Citations

46

Authors

41

Institutions

Publications per year

2017–2026

3

Authors

46

  1. MH
    Mathias Hoffmann

    Leibniz Centre for Agricultural Landscape Research, Germany

    3 publications · 70 citations

    3

    h-index

  2. ZB
    Zvi Bodie

    Boston University, United States

    2 publications · 100 citations

    2

    h-index

  3. BS
    Bruno Solnik

    HEC Paris, France

    2 publications · 1K citations

    2

    h-index

  4. MJ
    Michael J. Artis

    University of Manchester, United Kingdom

    2 publications · 54 citations

    2

    h-index

  5. RC
    Robert C. Merton

    Massachusetts Institute of Technology, United States

    2 publications · 100 citations

    2

    h-index

1–5 of 46

Venues

  1. SSRN Electronic Journal

    Repository · 3 publications · 65 citations

    3

    h-index

  2. Financial Analysts Journal

    FAJ · 2 publications · 1K citations

    2

    h-index

  3. Journal of Banking & Finance

    2 publications · 58 citations

    2

    h-index

  4. Applied Economics

    1 publications · 14 citations

    1

    h-index

  5. 1

    h-index

1–5