Posted by efrontierjournal on February 16, 2012 · Comments Off
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
Filed under A. Introductions, E. Portfolio Construction, F. Risk Management, G. Implementation & Trading · Tagged with Armenia, Bahamas, Barbados, Bermuda, Bhutan, Bosnia & Herzegovina, Cape Verde, Cayman Islands, Costa Rica, Eastern Caribbean, El Salvador, Fiji, Georgia, Guyana, Iraq, Macedonia, Malawi, Maldives, Malta, Moldova, Mongolia, Montenegro, Nepal, Palestine, Panama, Papua New Guinea, Paraguay, Republika Srpske, Syria, Tanzania, Uganda, Uruguay, Uzbekistan, Venezuela, Zimbabwe
Posted by efrontierjournal on February 16, 2012 · Comments Off
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
Posted by efrontierjournal on February 16, 2012 · Comments Off
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
Filed under E. Portfolio Construction, F. Risk Management · Tagged with Colombia, Ecuador, Estonia, Jordan, Kenya, Lithuania, Nigeria, Pakistan, Romania, Sri Lanka
