Cross-border Asset Allocation Strategies and Global Capital Market Integration_Vol. 1 No. 3 (JBM 2024)_Journal of Business and Marketing (ISSN: 3005-5717)

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Cross-border Asset Allocation Strategies and Global Capital Market Integration

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DOI: https://doi.org/10.62517/jbm.202409320

Author(s)

Xueyuan Wang

Affiliation(s)

OXO Group, Shanghai, China

Abstract

This paper explores cross-border asset allocation strategies and their application in the context of global capital market integration. It analyzes the key elements in practical operations, including asset selection, diversification, currency risk management, regulatory and tax considerations, market entry and exit strategies, and the use of information technology and data analysis. The sources of risk and return in cross-border asset allocation are evaluated, and corresponding risk management strategies are proposed. Additionally, the driving forces behind global capital market integration, such as technological progress, the rise of institutional investors, and strengthened international economic cooperation, are discussed. A comprehensive analysis is provided on how to optimize cross-border asset allocation strategies to achieve the optimal balance between returns and risks in the context of global capital market integration.

Keywords

Cross-border Asset Allocation; Global Capital Market Integration; Risk Management; Currency Risk; Investment Strategies

References

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