Cross-Border Investment and Global Asset Diversification
Abstract
asynchronous global economic cycles, escalating geopolitical risks, and heightened financial market volatility, its inherent limitation in sustaining long-term, robust asset appreciation has become increasingly pronounced. In contrast, global diversified asset allocation and crossborder investment—rooted in Modern Portfolio Theory—strategically capitalize on the low correlation across global asset classes. This paradigm not only effectively hedges foreign exchange risks and mitigates systemic crisis exposure but also expands revenue streams, emerging as
the core developmental trajectory within contemporary asset management. Grounded in the evolving structure of global financial markets, this
paper systematically dissects the core logic underpinning cross-border investment and global asset diversification.
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DOI: http://dx.doi.org/10.70711/frim.v4i7.9842
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