African capital markets in the diversification of global investment - Barreto, Alexandrino
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This book addresses the issues of diversification at the international context. Furthermore, this book adresses topics like In-sample and Out-Of-Sample approaches to analyze the data; optimization models to compose the efficient portfolios using models from classic to modern like Mean Variance (MV), Mean Absolute Deviation (MAD), Semivariance (SV), Resample Michaud (RM) and Filtered Historical Simulation (FHS); and bring the Matlab code for each optimization model that can be used in the future research. On the other hand, this book can help investors that seek to maximize return and minimize…mehr

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Produktbeschreibung
This book addresses the issues of diversification at the international context. Furthermore, this book adresses topics like In-sample and Out-Of-Sample approaches to analyze the data; optimization models to compose the efficient portfolios using models from classic to modern like Mean Variance (MV), Mean Absolute Deviation (MAD), Semivariance (SV), Resample Michaud (RM) and Filtered Historical Simulation (FHS); and bring the Matlab code for each optimization model that can be used in the future research. On the other hand, this book can help investors that seek to maximize return and minimize risk of the their portfolios using the African emergent markets.
Autorenporträt
Alexandrino Tavares Barreto nasceu em Cabo Verde, concluiu a sua licenciatura em Economia e Gestão em 2002 na Universidade Jean Piaget de Cabo Verde. Concluiu o Mestrado em Finanças Empresariais em 2011 na Faculdade de Economia da Universidade do Algarve - Portugal. É estudante de doutoramento em Ciências Empresariais na Universidade de Coimbra-Portugal.