---
title: Global US Stock Integration
url: https://www.ml-quant.com/papers/ssrn/4781466/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4781466
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4781466
featured: 2024-04-03
citations: unknown
topic: Portfolio & Allocation
---


# Global US Stock Integration

The research finds that US stocks with less global integration can improve portfolio diversification and match international index portfolios in risk-adjusted returns and tail risk.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4781466
- Identifier: SSRN 4781466
- Released: 2023-08-03
- First featured: Quant Letter No. 43 (2024-04-03): https://www.ml-quant.com/issues/2024-04-03/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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