Time-varying correlations and optimal allocation in emerging market equities for the US investors

International Journal of Finance and Economics

Volumn 14, Issue 2, 2009, Pages 172-187

  Cha, Heung Joo ^a   Jithendranathan, Thadavillil ^a  

^a UNIVERSITY OF ST THOMAS   (United States)

Author keywords

Emerging markets; Portfolio diversification; Time varying correlations

Indexed keywords

CORRELATION; ECONOMIC DIVERSIFICATION; EQUITY; ESTIMATION METHOD; INVESTMENT; MULTIVARIATE ANALYSIS; NUMERICAL MODEL; OPTIMIZATION; REGRESSION ANALYSIS; STOCK MARKET;

NORTH AMERICA; UNITED STATES;

EID: 66049108391     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.343     Document Type: Article

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