Marginal stochastic conditional dominance: BRIC countries

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.

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Item Type:Conference or Workshop contribution (Presentation)
Item Status:Live Archive


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

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