๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Portfolio allocations and the emerging equity markets of Central Europe

โœ Scribed by Claire G. Gilmore; Ginette M. McManus; Ahmet Tezel


Book ID
113810530
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
103 KB
Volume
15
Category
Article
ISSN
1042-444X

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๐Ÿ“œ SIMILAR VOLUMES


Time-varying correlations and optimal al
โœ Heung-Joo Cha; Thadavillil Jithendranathan ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 199 KB

## Abstract Low correlations between asset returns increase the portfolio diversification benefits and for US investors emerging market equities are one such class of assets. Several studies indicate that the correlations between asset returns are time varying and using unconditional estimates of c