Time-varying Optimal Weights for International Asset Allocation in African, and South Asian Markets

Dalia El-Edel

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.

Abstract: 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)
Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789814513470_0005 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789814513470_0005 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789814513470_0005

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().