Time-varying Optimal Weights for International Asset Allocation in African, and South Asian Markets
Chapter 5 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 103-128 from World Scientific Publishing Co. Pte. Ltd.
The following sections are included:IntroductionEconometric ModelData and Empirical ResultsConditional Optimal Portfolio WeightsInternational Diversification GainsConditional CorrelationConclusionReferences
Keywords: Financial Econometrics; Applied Econometrics; Econometric Theory and Methods (search for similar items in EconPapers)
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