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
Posted by efrontierjournal on November 11, 2011 · Comments Off
Authors: Clifford Quisenberry Jr., CFA Benjamin Griffith, CFA Submission Date: 02/28/2011 Abstract: In many ways, the frontier emerging equity markets look similar to the way the emerging markets did 20 years ago. Rapid economic growth and elevated risk premiums provide opportunities for attractive long-run returns, and diversifiable country risks allow for relatively low portfolio level … Read more
Filed under A. Introductions · Tagged with Argentina, Armenia, Azerbaijan, Bahrain, Bangladesh, Barbados, Belarus, Bolivia, Bosnia & Herzegovina, Bulgaria, Cameroon, Cape Verde, Colombia, Costa Rica, Cote d'Ivoire, Croatia, Eastern Caribbean, Ecuador, El Salvador, Estonia, Fiji, Georgia, Ghana, Guyana, Iraq, Jamaica, Jordan, Kenya, Kuwait, Kyrgyz Republic, Latvia, Lebanon, Libya, Lithuania, Macedonia, Malawi, Maldives, Malta, Mauritius, Moldova, Mongolia, Montenegro, Mozambique, Namibia, Nepal, Niger, Nigeria, Oman, Pakistan, Palestine, Panama, Papua New Guinea, Qatar, Republika Srpske, Romania, Saudi Arabia, Serbia, Slovakia, Slovenia, Sri Lanka, Sudan, Swaziland, Syria, Tanzania, Trinidad & Tobago, Tunisia, UAE, Uganda, Ukraine, Uruguay, Uzbekistan, Venezuela, Vietnam, Zambia, Zimbabwe
