Active portfolio management for the emerging and frontier markets: the use of multivariate time series forecasts

Employing both the mean-variance framework and the common portfolio risk-optimization, this study adds to the investment research by examining how ideal holdings for emerging and frontier markets (EFM) of the four global regions (Asian, Europe, and Commonwealth of Independent States (Eastern + Centr...

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Veröffentlicht in:	Cogent economics & finance 2022-12, Vol.10 (1), p.1-27
1. Verfasser:	Hoang, Tri M.
Format:	Artikel
Sprache:	eng
Schlagworte:	C58 emerging and frontier markets G11 Market timing Markets mean-variance optimisation model multivariate time series forecasts Optimization Portfolio management portfolio risk-optimisation Scandals Time series Volatility volatility forecasting
Online-Zugang:	Volltext
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