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International Diversification an Australian Perspective
International Diversification of Australian Equity Portfolios into Emerging Equity Markets
Rakesh Gupta
Livre broché | Anglais
112,45 €
+ 224 points
Description
This book provides an overview of the Australian equity market and develops a framework for testing the benefits of diversifying investments into emerging equity markets for Australian investors. In the process book highlights the differentiating characteristics of Australian market with that of the other developed markets. An overview of the emerging equity markets is also presented in this study. To test the benefits this study uses advanced model (Asymmetric Dynamic Conditional Correlations GARCH model)to estimate time-varying correlations that produces better estimates of correlations to construct optimal portfolios. Probable causes for the changes in correlations are also tested. The results of the study can be extended to identify other markets that can provide superior risk adjusted returns in the emerging or frontier markets.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 220
- Langue:
- Anglais
Caractéristiques
- EAN:
- 9783639193800
- Date de parution :
- 06-09-09
- Format:
- Livre broché
- Dimensions :
- 152 mm x 229 mm
- Poids :
- 327 g
Seulement chez Librairie Club
+ 224 points sur votre carte client de Librairie Club
Concours
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