MARKET CORRELATION, MARKET RETURNS AND PORTFOLIO IMPLICATION

Ciprian Alexandru and Dan Constantinescu ()

Revista Economica, 2012, vol. Supplement, issue 1, 3-8

Abstract: In this paper we examine the market correlation and market returns from Romanian perspective. Market returns are higher in emerging markets than developed market returns, but form portfolio perspective it`s also important to evaluate how much correlations are changing in emerging markets. Our results are important in allocation of financial instruments in institutional portfolio management.

Keywords: Markets Correlation; Fixed Income Securities; Portfolio Management (search for similar items in EconPapers)
JEL-codes: G01 G11 G12 G23 (search for similar items in EconPapers)
Date: 2012
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