Active portfolio management for the emerging and frontier markets: the use of multivariate time series forecasts-Reference-Cited by-同舟云学术

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

Published:2022-08-25 Issue:1 Volume:10 Page:
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Hoang Tri M.¹²^ORCID

Affiliation:

1. School of Finance, University of Economics Ho Chi Minh City (UEH), Ho Chi Minh City, Vietnam

2. Faculty of Finance and Commerce, Ho Chi Minh City University of Technology (HUTECH), Vietnam

Funder

research

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2114163

Reference79 articles.

1. Is optimum always optimal? A revisit of the mean‐variance method under nonlinear measures of dependence and non‐normal liquidity constraints

2. Investment instruments with volatility target mechanism

3. Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis

4. In Defense of Portfolio Optimization: What If We Can Forecast?

5. Structural breaks in panel data: Large number of panels and short length time series

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