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Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits
16 references·0 citing·38 second hop
Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits (2021)Role of emerging markets vis-à-vis fronti…Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach (2018)Should Investors Include Bitc…60 Years of portfolio optimization: Practical challenges and current trends (2013)60 Years of portfolio optimiz…International diversification with frontier markets (2011)International diversification…The use of technical analysis by fund managers: International evidence (2010)The use of technical analysis…Robust performance hypothesis testing with the Sharpe ratio (2008)Robust performance hypothesis…Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Optimal Versus Naive Diversif…International portfolio diversification benefits: Cross-country evidence from a local perspective (2007)International portfolio diver…Downside Risk (2006)Downside RiskEquity market integration in Central European emerging markets: A cointegration analysis with shifting regimes (2004)Equity market integration in …Diversification benefits of emerging markets subject to portfolio constraints (2003)Diversification benefits of e…Predictable Risk and Returns in Emerging Markets (1995)Predictable Risk and Returns …Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice (1993)The Effect of Errors in Means…Bayes-Stein Estimation for Portfolio Analysis (1986)Bayes-Stein Estimation for Po…International Portfolio Diversification with Estimation Risk (1985)International Portfolio Diver…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Portfolio Selection: Efficient Diversification of Investments. (1962)International Diversification of Investment Portfolios (1970)On estimating the expected return on the market (1980)Investing for the Long Run when Returns Are Predictable (2000)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Building Diversified Portfolios that Outperform Out of Sample (2016)Decision-making for financial trading: A fusion approach of machine learning and portfolio selection (2018)Portfolio optimization with return prediction using deep learning and machine learning (2020)Portfolio Selection: Efficient Diversification of Investments (1959)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Time-Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Foreign Speculators and Emerging Equity Markets (2000)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep learning-based feature engineering for stock price movement prediction (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)Prospect Theory: An Analysis of Decision under Risk (1979)The Cross-Section of Expected Stock Returns (1992)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)… and the Cross-Section of Expected Returns (2015)Replicating Anomalies (2018)Robust Portfolio Selection Problems (2003)Optimal Portfolio Choice with Parameter Uncertainty (2007)Conditional value-at-risk for general loss distributions (2002)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

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  • 2018Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach264 cited
  • 2004Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes250 cited
  • 2011International diversification with frontier markets

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232 cited
  • 2003Diversification benefits of emerging markets subject to portfolio constraints230 cited
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