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Beschreibung
This study describes an empirical methodology for determining the allocation of funds in global markets. Country specific information variables and investor risk preferences are utilized within the Generalized Auto Regressive Conditional Heteroskedasticitv in the Mean (GARCH-M) model along with mean-variance quadratic programming to investigate the benefits and costs of diversification into emerging markets.
Details
| Verlag | LAP LAMBERT Academic Publishing |
| Ersterscheinung | 08. Mai 2019 |
| Maße | 22 cm x 15 cm x 1 cm |
| Gewicht | 250 Gramm |
| Format | Softcover |
| ISBN-13 | 9786200078599 |
| Seiten | 156 |
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