Dynamic gains of Including emerging markets assets in an international diversified portfolios
Using a utility based measure and under a conditional mean-variance framework this paper analyzes the economic value of diversifying into emerging market. Depending on risk tolerance characteristics, the value of diversifying into emerging equity markets is estimated to be between 100 and 300 annual...
Guardado en:
| Autor principal: | Orlandi, Andrés |
|---|---|
| Otros Autores: | Bebczuk, Ricardo Néstor |
| Formato: | Tesis Tesis de maestria |
| Lenguaje: | Inglés |
| Publicado: |
2003
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/3351 https://doi.org/10.35537/10915/3351 http://www.depeco.econo.unlp.edu.ar/maestria/tesis/026-tesis-orlandi.pdf |
| Aporte de: |
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