Emerging markets portfolio.

• المؤلفون الرئيسيون: Hee, Alex Guo Quan., Soh, Pei Song., Yeoh, Gillian Hui Leen.
• مؤلفون آخرون: Zhao, Yonggan
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Portfolio management
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/9510
• المؤسسة: Nanyang Technological University

This paper aims to evaluate the performance of an 'Emerging Markets Portfolio', constructed with an active strategy. The results of this study indicated that the simulated portfolio outperformed three benchmarks in terms of the Sharpe Model Index over the period 1 January 1993 to 31 Decemb...