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  • Institutional Research for the Frontier

    eFrontierJournal is an online archive of scholarly articles related to the frontier emerging equity markets. Articles are contributed by institutional participants in the frontier markets as well as academics that are adding new material to the frontier market literature. The frontier emerging markets is an area of investing in which perception often differs greatly from reality. The objective of eFrontierJournal is to make available an established body of knowledge and to push-forward the bounds of our understanding of the early-stage emerging markets. Through further study, it is the hope of the eFrontierJournal that investors will become more aware of the unique characteristics, challenges, and opportunities present in this rapidly expanding niche of equity investing.

Exploring the Early-Stage Frontier Markets

Authors:  Benjamin Griffith, CFA Clifford Quisenberry, CFA Submission Date:  February 16th, 2012 Abstract:  This paper seeks to describe the characteristics of the early-stage frontier markets, those countries that are excluded by even the frontier indices due to their small size or limited liquidity.  Despite the implementation challenges, adding an allocation to the early-stage frontiers to … Read more

Frontier Markets: Punching Below their Weight? A Risk Parity Perspective on Asset Allocation

Author:  Jorge A. Chan-Lau Submission Date:  December 2011 Abstract:  From a risk parity perspective, investors could benefit from a frontier markets allocation well in excess of the market weight of the asset class.  Frontier equity markets exhibit low correlations to other equity markets, including emerging markets, which could help diversify global equity portfolios.  An asset … Read more

Looking at New Markets for International Diversification: Frontier Markets Perspective

Authors:  Rakesh Gupta, Thadavillil Jithendranathan Aswini Sukumaran Submission Date:  August 20th, 2011 Abstract:  This article examines the diversification benefits of the frontier markets from the perspective of an Australian investor with an international portfolio.  The authors estimate the potential gains for an Australian investor investing in the frontier markets utilizing an Asymmetric Dynamic Conditional Correlation … Read more

Investing in Frontier Conflict Countries

Author:  Benjamin Griffith, CFA Submission Date:  11/2/2010 Abstract:  In the last ten years, all ten instances of war in countries with stock markets have occurred within the borders of countries whose markets are classified as frontier by the major index providers.  In-country military conflicts tend to impact stock market performance in predictable ways, which active managers could theoretically use … Read more

Frontier Markets: Overlooked Opportunity?

Authors:  CTC Consulting Traditional Research Team Submission Date:  May 2011 Abstract:  This paper examines the risks and opportunities available to frontier emerging market investors, and concludes that the frontier markets appear to be an attractive segment.  The frontier markets offer attractive relative valuations, diversification benefits from low cross-country correlations, strong economic growth, and the potential … Read more

International Diversification with Frontier Markets

Authors:  Dave Berger Kuntara Pukthuanthong J. Jimmy Yang Submission Date:  November 7th, 2011 Abstract:  The authors provide an analysis of frontier emerging market equities with respect to world market integration and diversification.  Principal component results reveal that frontier markets exhibit low levels of integration.  In contrast with developed and emerging markets, frontier markets offer no … Read more

Time-Varying Financial Spillovers from the US to Frontier Markets

Authors:  Galin Todorov Prasad V. Bidarkota Submission Date:  May 5th, 2011 Abstract:  The article investigates US stock index return and volatility spillover effects on the mean returns and volatility of 21 frontier country stock indices.  The authors employed a time-varying parameter model to account for time-variation in the spillover effect for each individual frontier country. … Read more

Time-Varying Risk and Risk Premiums in Frontier Markets

Authors:  Galin Todorov Prasad V. Bidarkota Submission Date:  October 14, 2011 Abstract:  The article studies the risk-return relationship in twenty frontier markets using an international ICAPM, and capturing time-varying correlations utilizing the Dynamic Conditional Correlations (DCC) model of Engle (2002).   Results from estimation of the DCC model indicate modest average conditional correlations, suggestive of … Read more

Value and Momentum in Frontier Emerging Markets

Authors:  Wilma de Groot Juan Pang Laurens A.P. Swinkels Submission Date:  September 14, 2010 Abstract:  The article documents the presence of economically and statistically significant value and momentum effects in the new emerging equity markets in the world, the so-called frontier emerging markets.  The results serve as out-of-sample evidence for the existence of value and momentum effects … Read more

Risks on the Frontier of Investing

Authors:  Clifford Quisenberry, Jr., CFA Benjamin Griffith, CFA Submission Date:  9/30/2009 Abstract:  How volatile have the frontier markets been historically?  Individual frontier equity markets have tended to be about as volatile as the larger emerging markets.  Because the frontier markets’ have lower correlations to each other, this diversification power can translate into lower volatility in … Read more

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