Lakshmi, Geeta, Saha, Shrabani and Clark, Ephraim (2015) Marginal stochastic conditional dominance: BRIC countries. In: College of Social Science Research Conference 2015, 2 July 2015, University of Lincoln.
Full text not available from this repository.
| Item Type: | Conference or Workshop contribution (Presentation) |
|---|---|
| Item Status: | Live Archive |
Abstract
Many global investors track world stock indices such as MSCI in an effort to diversify their wealth and monitor their funds. In recent years the BRIC nations (Brazil, Russia, India and China) have attracted attention due to rapid growth opportunities.
We investigate to what extent is MSCI BRIC index useful to capture efficient allocations of wealth.
| Keywords: | BRIC; Marginal Stochastic Conditional Dominance, portfolio theory |
|---|---|
| Divisions: | Lincoln International Business School |
| ID Code: | 19020 |
| Deposited On: | 19 Oct 2015 15:54 |
Repository Staff Only: item control page