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

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