Free Delivery Over $100
|
|
|||
|
||||
OverviewThis 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. Full Product DetailsAuthor: Rakesh GuptaPublisher: VDM Verlag Dr. Muller Aktiengesellschaft & Co. KG Imprint: VDM Verlag Dr. Muller Aktiengesellschaft & Co. KG Dimensions: Width: 22.90cm , Height: 1.20cm , Length: 15.20cm Weight: 0.330kg ISBN: 9783639193800ISBN 10: 3639193806 Pages: 220 Publication Date: 06 September 2009 Audience: General/trade , General Format: Paperback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
||||
