Similar Search Results

International diversification with frontier markets

Berger, Dave; Pukthuanthong, Kuntara; Yang, J. Jimmy - In: Journal of financial economics 101 (2011) 1, pp. 227-242

Persistent link: https://www.econbiz.de/10009242887

Is the diversification benefit of frontier markets realizable by mean-variance investors? : the evidence of investable funds

Berger, Dave; Pukthuanthong, Kuntara; Yang, J. Jimmy - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10009786071

International Diversification with Frontier Markets

Berger, Dave - 2015

We provide an analysis of frontier 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 indication of...

Persistent link: https://www.econbiz.de/10013037508

International diversification with frontier markets

Berger, Dave; Pukthuanthong, Kuntara; Yang, J. Jimmy - 2023

We provide an analysis of frontier market equities with respect to world market integration anddiversification. Principal component results reveal that frontier markets exhibit low levels of integration. In contrast with developed and emerging markets, frontier markets offer no indication of...

Persistent link: https://www.econbiz.de/10014265293

International diversification with frontier markets

Berger, Dave; Pukthuanthong, Kuntara; Jimmy Yang, J. - In: Journal of Financial Economics 101 (2011) 1, pp. 227-242

Persistent link: https://www.econbiz.de/10009146575

International diversification with frontier markets

Berger, Dave; Pukthuanthong, Kuntara; Jimmy Yang, J. - In: Journal of financial economics 101 (2011) 1, pp. 227-243

Persistent link: https://www.econbiz.de/10009017627