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Emerging markets, downside risk and the asset allocation decision · Study

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ArticleEmerging markets, downside risk and the asset allocation decision

Simon Stevenson2001

Article2001

Emerging markets, downside risk and the asset allocation decision

Simon Stevenson

52 citations·0/0 files stored·Emerging Markets Review

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1959Portfolio Selection: Efficient Diversification of Investments 1989A Test of the Efficiency of a Given Portfolio 1995Time‐Varying World Market Integration 1997Emerging equity market volatility 1989The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice 1986Bayes-Stein Estimation for Portfolio Analysis 1981Performance Hypothesis Testing with the Sharpe and Treynor Measures

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2005Portfolio allocations and the emerging equity markets of Central Europe 2006An Empirical Analysis of Emerging Stock Markets of Europe 2014Risk Conception and Evaluation in Taiwan Financial Markets

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2005Portfolio allocations and the emerging equity markets of Central Europearticle · 11 shared references 2001International Portfolio Investment: Theory, Evidence, and Institutional Frameworkpreprint · 7 shared references 2007International portfolio diversification: Is there a role for the Middle East and North Africa?article · 6 shared references 2001International Portfolio Investment: Theory, Evidence, and Institutional Frameworkarticle · 6 shared references 2014Robust analysis for downside risk in portfolio management for a volatile stock marketarticle · 6 shared references 2003Stock selection strategies in emerging marketsarticle · 5 shared references

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Year2001

Typearticle

Published2001-03-01

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations52

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/s1566-0141(00)00019-4

openalex_workW2079485683

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