Emerging market portfolios
diversification and hedging strategies
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Contributions
- Tsetsekos, George. - Contributor
Publication
1997 - Irwin Professional Pub., Chicago, Illinois
Language
English
Word Count
92,000 words, Guess
Page Count
368 pages
Identifiers
- Open LibraryOL1004321M
- ISBN-100786303379
- OCLC Control Number35688117
- OCLC Control Numberemergingmarketpo0000unse
- Library of Congress Control Number96044032
and 2 more
- LibraryThing3283
- Goodreads3801923
Classifications
- DDC332.67/3/091724
- LCCHG5993 .P36 1997
Description
Emerging Market Portfolios presents a framework for effective risk management in emerging capital markets. The many difficulties and opportunities encountered are presented in detail, including historical patterns of development in emerging equity markets; profit and safety through recommended portfolio allocation methods; issues of volatility and cointegration in investment decisions; availability of derivative instruments, and recent developments in derivative pricing; and unexpected barriers to using financial risk management tools. Emerging Market Portfolios explores the potential of adapting and applying the analytical tools of modern portfolio theory to emerging markets investment. Hedging strategies and vehicles are presented and analyzed, areas of higher risk-adjusted return potential are identified and state-of-the-art research on asset and derivative pricing is presented. Emerging Market Portfolios is a thorough, expert analysis of emerging market investment and risk control, with emphasis on applicable diversification and hedging strategies.
Subjects
Topics
Places
Other Editions
- Emerging market portfolios
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