Portfolio disaggregation in emerging market investments

Journal of Portfolio Management

Volumn 31, Issue 2, 2005, Pages 41-49

  Fernandes, Nuno ^a  

^a CATHOLIC UNIVERSITY OF PORTUGAL   (Portugal)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14544281906     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2005.470577     Document Type: Article

References (9)

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2. Bekaert, Geert, and Campbell R. Harvey. "Foreign Speculators and Emerging Equity Markets." Journal of Finance, 55 (April 2000), pp. 565-613.
3. Eun, Cheol S., and Bruce G. Resnick. "Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection." Journal of Finance, 43 (March 1988), pp. 197-215.
4. Fernandes, Nuno. "Market Liberalizations: Spillovers from ADRs and Implications for Local Markets." Paper No. 83, European Finance Association 2003 Annual Conference.
5. Froot, Kenneth A., Paul G. O'Connell, and Mark S. Seasholes. "The Portfolio Flows of International Investors." Journal of Financial Economics, 59 (February 2001), pp. 151-193.
6. Gibbons, Michael R., Stephen A. Ross, and Jay Shanken. "A Test of the Efficiency of a Given Portfolio." Econometrica, 57 (September 1989), pp. 1121-1152.
7. Harvey, Campbell. "Predictable Risk and Returns in Emerging Markets." The Review of Financial Studies, 8 (Fall 1995), pp. 773-816.
8. Markowitz, Harry. "Portfolio Selection. "Journal of Finance, 7 (March 1952), pp. 77-91.
9. Merton, Robert. "Presidential Address: A Simple Model of Capital Market Equilibrium with Incomplete Information." Journal of Finance, 42 (July 1987), pp. 483-510.