{"id":"https://openalex.org/W2139137916","doi":"https://doi.org/10.1016/j.mulfin.2007.01.001","title":"International portfolio diversification: Is there a role for the Middle East and North Africa?","display_name":"International portfolio diversification: Is there a role for the Middle East and North Africa?","publication_year":2007,"publication_date":"2007-01-22","ids":{"openalex":"https://openalex.org/W2139137916","doi":"https://doi.org/10.1016/j.mulfin.2007.01.001","mag":"2139137916"},"language":"en","primary_location":{"id":"doi:10.1016/j.mulfin.2007.01.001","doi":"https://doi.org/10.1016/j.mulfin.2007.01.001","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.mulfin.2007.01.001","pdf_url":null,"source":{"id":"https://openalex.org/S92422469","display_name":"Journal of Multinational Financial Management","issn_l":"1042-444X","issn":["1042-444X","1873-1309"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Multinational Financial Management","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/2262/55560","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068182722","display_name":"Thomas Lagoarde\u2010Segot","orcid":"https://orcid.org/0000-0002-0960-9096","observed_orcids":["https://orcid.org/0000-0002-0960-9096"]},"institutions":[{"id":"https://openalex.org/I205274468","display_name":"Trinity College Dublin","ror":"https://ror.org/02tyrky19","country_code":"IE","type":"education","lineage":["https://openalex.org/I205274468"]}],"countries":["IE"],"is_corresponding":true,"raw_author_name":"Thomas Lagoarde-Segot","raw_affiliation_strings":["CEFI, Universit\u00e9 de la M\u00e9diterran\u00e9e, France","Institute for International Integration Studies, School of Business, Trinity College, Dublin, Ireland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CEFI, Universit\u00e9 de la M\u00e9diterran\u00e9e, France","institution_ids":[]},{"raw_affiliation_string":"Institute for International Integration Studies, School of Business, Trinity College, Dublin, Ireland","institution_ids":["https://openalex.org/I205274468"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5010285399","display_name":"Brian M. Lucey","orcid":"https://orcid.org/0000-0002-4052-8235","observed_orcids":["https://orcid.org/0000-0002-4052-8235"]},"institutions":[{"id":"https://openalex.org/I205274468","display_name":"Trinity College Dublin","ror":"https://ror.org/02tyrky19","country_code":"IE","type":"education","lineage":["https://openalex.org/I205274468"]}],"countries":["IE"],"is_corresponding":false,"raw_author_name":"Brian M. Lucey","raw_affiliation_strings":["Institute for International Integration Studies, School of Business, Trinity College, Dublin, Ireland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute for International Integration Studies, School of Business, Trinity College, Dublin, Ireland","institution_ids":["https://openalex.org/I205274468"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5068182722"],"corresponding_institution_ids":["https://openalex.org/I205274468"],"apc_list":{"value":3080,"currency":"USD","value_usd":3080},"apc_paid":null,"fwci":7.6884,"has_fulltext":false,"cited_by_count":85,"citation_normalized_percentile":{"value":0.96975259,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"17","issue":"5","first_page":"401","last_page":"416"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.46309998631477356,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.46309998631477356,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.22709999978542328,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.21570000052452087,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/international-portfolio-diversification","display_name":"international portfolio diversification","score":0.9440000057220459},{"id":"https://openalex.org/keywords/diversification-benefits","display_name":"diversification benefits","score":0.6510000228881836},{"id":"https://openalex.org/keywords/out-of-sample-portfolio-performance","display_name":"out-of-sample portfolio performance","score":0.7850000262260437},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.75},{"id":"https://openalex.org/keywords/sortino-ratio","display_name":"Sortino ratio","score":0.9950000047683716},{"id":"https://openalex.org/keywords/portfolio-rebalancing","display_name":"portfolio rebalancing","score":0.7400000095367432},{"id":"https://openalex.org/keywords/emerging-market-investment","display_name":"emerging market investment","score":0.4480000138282776}],"concepts":[{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.8198233246803284},{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.7642722725868225},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7042147517204285},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5903021097183228},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5293726921081543},{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.49909019470214844},{"id":"https://openalex.org/C3019931467","wikidata":"https://www.wikidata.org/wiki/Q4917","display_name":"Us dollar","level":3,"score":0.4925132691860199},{"id":"https://openalex.org/C3651065","wikidata":"https://www.wikidata.org/wiki/Q7204","display_name":"Middle East","level":2,"score":0.48264867067337036},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4548722505569458},{"id":"https://openalex.org/C121087249","wikidata":"https://www.wikidata.org/wiki/Q546395","display_name":"Emerging markets","level":2,"score":0.44919514656066895},{"id":"https://openalex.org/C122251271","wikidata":"https://www.wikidata.org/wiki/Q940039","display_name":"Ex-ante","level":2,"score":0.44029322266578674},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.43723583221435547},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.428022563457489},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3379659652709961},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.2636416256427765},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.2422502636909485},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.19478163123130798},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1695253551006317},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.13594987988471985},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11723661422729492},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.09886854887008667},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.mulfin.2007.01.001","doi":"https://doi.org/10.1016/j.mulfin.2007.01.001","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.mulfin.2007.01.001","pdf_url":null,"source":{"id":"https://openalex.org/S92422469","display_name":"Journal of Multinational Financial Management","issn_l":"1042-444X","issn":["1042-444X","1873-1309"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Multinational Financial Management","raw_type":"journal-article"},{"id":"pmh:http://www.rian.ie/88388/","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/2262/55560","pdf_url":null,"source":{"id":"https://openalex.org/S4306400033","display_name":"Arrow@dit (Dublin Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I115570527","host_organization_name":"Dublin Institute of Technology","host_organization_lineage":["https://openalex.org/I115570527"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Lagoarde-Segot, Thomas and Lucey, Brian, International portfolio diversification: Is there a role for the Middle East and North Africa?, Journal of Multinational Financial Management, 17, 5, 2007, 34 - 57","raw_type":"Journal article"},{"id":"pmh:oai:RePEc:eee:mulfin:v:17:y:2007:i:5:p:401-416","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1042-444X(07)00003-5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:http://www.rian.ie/88388/","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/2262/55560","pdf_url":null,"source":{"id":"https://openalex.org/S4306400033","display_name":"Arrow@dit (Dublin Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I115570527","host_organization_name":"Dublin Institute of Technology","host_organization_lineage":["https://openalex.org/I115570527"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Lagoarde-Segot, Thomas and Lucey, Brian, International portfolio diversification: Is there a role for the Middle East and North Africa?, Journal of Multinational Financial Management, 17, 5, 2007, 34 - 57","raw_type":"Journal article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.4699999988079071}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W132975600","https://openalex.org/W585348269","https://openalex.org/W1987554092","https://openalex.org/W1988008345","https://openalex.org/W1988498088","https://openalex.org/W1994668489","https://openalex.org/W1995884203","https://openalex.org/W1998777920","https://openalex.org/W2000564471","https://openalex.org/W2079485683","https://openalex.org/W2091892261","https://openalex.org/W2101518777","https://openalex.org/W2117278512","https://openalex.org/W2131868098","https://openalex.org/W2140917889","https://openalex.org/W2152787942","https://openalex.org/W2179559013","https://openalex.org/W2184213892","https://openalex.org/W2296363365","https://openalex.org/W2305420559","https://openalex.org/W2606403720","https://openalex.org/W3022162254","https://openalex.org/W3022360661","https://openalex.org/W3123289511","https://openalex.org/W3125453467","https://openalex.org/W4285719527","https://openalex.org/W6682581342"],"related_works":["https://openalex.org/W1502564227","https://openalex.org/W1982704291","https://openalex.org/W2124059891","https://openalex.org/W2294319307","https://openalex.org/W2904691938","https://openalex.org/W3022019367","https://openalex.org/W2104743471","https://openalex.org/W1972517348","https://openalex.org/W2182814211","https://openalex.org/W7099517769"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":10},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":8},{"year":2014,"cited_by_count":10},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":8}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}