A recent popular approach to portfolio selection aims at diversifying risk by looking for the so
called Risk Parity portfolios. These are defined by the condition that the risk contributions of …

The classical approaches to optimal portfolio selection call for finding a feasible portfolio that
optimizes a risk measure, or a gain measure, or a combination thereof by means of a utility …

Risk Parity (RP), also called equally weighted risk contribution, is a recent approach to risk
diversification for portfolio selection. RP is based on the principle that the fractions of the …

This paper studies the integration of 20 frontier equity markets with the US equity markets
using variance ratios, conditional correlations and transfer entropies. The results show …

This paper investigates to what extent low-income developing countries (LIDCs)
characterizedas frontier markets (FMs) have begun to be subject to capital flows dynamics …

The classical approaches to optimal portfolio selection call for finding a feasible portfolio that
optimizes a risk measure, or a gain measure, or a combination thereof by means of a utility …

Abstract 1 Chapter 1 Introduction 4 1.1 Introduction.................................... 4 1.2 Frontier
Markets.................................. 5 1.3 Research Objective & Hypothesis Development …

As more and more investors look to diversify their portfolios further, their attentions have
moved past emerging markets in recent years, towards the so-called frontier markets …

Tämä kandidaatintutkielma käsittelee kehittyviin reunamarkkinoihin sijoittavien
yhdysvaltalaisten osakerahastojen aktiivisuutta ja kannattavuutta sekä niiden välistä …