Emerging markets, downside risk and the asset allocation decision

Emerging Markets Review - Tập 2 - Trang 50-66 - 2001
Simon Stevenson1
1Department of Banking and Finance, Graduate School of Business, University College Dublin, Carysfort Avenue, Blackrock, Dublin, Ireland

Tài liệu tham khảo

Balvers, 2000, Mean reversion across national stock markets and parametric contrarian investment strategies, J. Finance, 55, 745, 10.1111/0022-1082.00225

Markowitz, 1959, 1991