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This study describes an empirical methodology for determining the allocation of funds in global markets. Country specific information variables and investor risk preferences are utilized within the Generalized Auto Regressive Conditional Heteroskedasticitv in the Mean (GARCH-M) model along with mean-variance quadratic programming to investigate the benefits and costs of diversification into emerging markets.

Produktbeschreibung
This study describes an empirical methodology for determining the allocation of funds in global markets. Country specific information variables and investor risk preferences are utilized within the Generalized Auto Regressive Conditional Heteroskedasticitv in the Mean (GARCH-M) model along with mean-variance quadratic programming to investigate the benefits and costs of diversification into emerging markets.
Autorenporträt
Toguc received undergraduate degree from Istanbul University, MA at Brooklyn College, Ph.D at CUNY Graduate Center in New York. Worked in New York, London, Milan and Istanbul Stock Exchanges and tought at various Universities. Awards: Who Is Who in The World, The Most Successful Public Female Employee, Outstanding Young Women Of America.