PORTFOLIO SELECTION BETWEEN A MATURE MARKET AND SELECTED EMERGING MARKETS INDICES IN THE PRESENCE OF STRUCTURAL BREAKS

DOI10.1111/BOER.12187zbMath1429.91294OpenAlexW2912923969WikidataQ128590841 ScholiaQ128590841MaRDI QIDQ5213472

Jovan Njegić, Dejan Živkov, Mirela Momčilović

Publication date: 3 February 2020

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12187

zbMATH Keywords

portfolio optimizationemerging marketsstructural breaks

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

This page was built for publication: PORTFOLIO SELECTION BETWEEN A MATURE MARKET AND SELECTED EMERGING MARKETS INDICES IN THE PRESENCE OF STRUCTURAL BREAKS