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Volumn 3, Issue 3, 2002, Pages 233-244

Value investing in emerging markets: Risk and benefits

Author keywords

Emerging markets; Investment simulations; Monte Carlo bootstrap; Return forecasting; Value investment

Indexed keywords


EID: 0036746145     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1566-0141(02)00023-7     Document Type: Article
Times cited : (6)

References (12)
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    • Crowley, P.1
  • 3
    • 0040782612 scopus 로고    scopus 로고
    • Extreme bound analysis of emerging stock market anomalies: Nothing is robust
    • Durham, J.B., 2000. Extreme bound analysis of emerging stock market anomalies: nothing is robust. J. Portfolio Manage. 26, 95-103.
    • (2000) J. Portfolio Manage , vol.26 , pp. 95-103
    • Durham, J.B.1
  • 6
    • 0002430434 scopus 로고
    • The savings investment and valuation of a corporation
    • Gordon, M.J., 1962. The savings investment and valuation of a corporation. Rev. Econ. Stat. 44, 37-51.
    • (1962) Rev. Econ. Stat , vol.44 , pp. 37-51
    • Gordon, M.J.1
  • 7
    • 0000109477 scopus 로고    scopus 로고
    • Economic and statistical measures of forecast accuracy
    • Granger, C.W.J., Pesaran, M.H., 2000. Economic and statistical measures of forecast accuracy. J. Forecast. 19, 537-560.
    • (2000) J. Forecast , vol.19 , pp. 537-560
    • Granger, C.W.J.1    Pesaran, M.H.2
  • 8
    • 21844487168 scopus 로고
    • Predictable risk and returns in emerging markets
    • Harvey, C.R., 1995. Predictable risk and returns in emerging markets. Rev. Financ. Stud. 8, 773-816.
    • (1995) Rev. Financ. Stud , vol.8 , pp. 773-816
    • Harvey, C.R.1
  • 9
    • 0010648653 scopus 로고    scopus 로고
    • Just what are we optimizing, anyway?
    • Masters, T., 1998. Just what are we optimizing, anyway? Int. J. Forecast. 14, 277-290.
    • (1998) Int. J. Forecast , vol.14 , pp. 277-290
    • Masters, T.1
  • 10
    • 84984180909 scopus 로고
    • Earnings, book values, and dividends in equity valuation
    • Ohlson, J.A., 1995. Earnings, book values, and dividends in equity valuation. Contemp. Account. Res. 11, 661-687.
    • (1995) Contemp. Account. Res , vol.11 , pp. 661-687
    • Ohlson, J.A.1
  • 11
    • 0033963895 scopus 로고    scopus 로고
    • A recursive modelling approach to predicting U.K. stock returns
    • Pesaran, M.H., Timmermann, A., 2000. A recursive modelling approach to predicting U.K. stock returns. Econ. J. 110, 159-191.
    • (2000) Econ. J , vol.110 , pp. 159-191
    • Pesaran, M.H.1    Timmermann, A.2
  • 12
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    • Trade secrets
    • Willoughby, J., 1997. Trade secrets. Inst. Invest. 31, 69-75.
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    • Willoughby, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.