The problem with emerging markets indexes: Inherently inefficient

Journal of Portfolio Management

Volumn 24, Issue 2, 1998, Pages 93-100

  Masters, Seth J ^a  

^a Sanford C Bernstein and Co Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040844814     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.24.2.93     Document Type: Article

References (5)

1. Divecha, Arjun. "Choosing an Emerging Markets Benchmark." Managing Emerging Markets Portfolios, pp. 131-136. San Francisco: AIMR and the Center for Emerging Markets, Research Foundation of the IFCA, 1993.
2. Divecha, Arjun, Jaime Drach, and Dan Stefek. "Emerging Markets: A Quantitative Perspective." Journal of Portfolio Management, Fall 1992, pp. 41-50.
3. Mullin, John. "Emerging Equity Markets in the Global Economy." FRBNY Quarterly Review, Summer 1993, pp. 54-83.
4. Peskin, K. Stuart. "Emerging Markets Benchmarks: Understanding an Evolving Asset Class." Emerging Markets Quarterly, Spring 1997, pp. 27-32.
5. Rubinstein, Mark. "Continuously Rebalanced Investment Strategies." Journal of Portfolio Management, Fall 1991, pp. 78-81.