Benefits/costs of diversifying in emerging markets.

Title: Benefits/costs of diversifying in emerging markets.
Identifier: AAI9808015
identifier: 9808015
Creator: Toguc, Nurhan.
Contributor: Adviser: Thom B. Thurston
Date: 1997
Language: English
Publisher: City University of New York.
Subject: Economics, Finance
Abstract: This study describes an empirical methodology for determining the allocation of funds in global markets. Country specific information variables and investor risk preferences are utilized within the Generalized Auto Regressive Conditional Heteroskedasticity in the Mean (GARCH-M) model along with mean-variance quadratic programming to investigate the benefits and costs of diversification into emerging markets.
Type: dissertation
Source: PQT Legacy CUNY.xlsx
degree: Ph.D.