6533b82ffe1ef96bd129577a
RESEARCH PRODUCT
MARKET CORRELATION, MARKET RETURNS AND PORTFOLIO IMPLICATION
Alexandru Ciprian AntoniadeConstantinescu Dansubject
Markets Correlation Fixed Income Securities Portfolio Managementjel:G01jel:G12jel:G23jel:G11description
In this paper we examine the market correlation and market returns from Romanian perspective. Market returns are higher in emerging markets than developed market returns, but form portfolio perspective it`s also important to evaluate how much correlations are changing in emerging markets. Our results are important in allocation of financial instruments in institutional portfolio management.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2012-01-01 | Revista economica |