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Portfolio Analysis of Latin American Stock Markets

By Yochanan Shachmurove

Abstract

This paper examines the strategy of investing in seven Latin American emerging stock markets: Mexico

Topics: Portfolio diversi¯cation, Reward to semi-variance, Latin America, Sharpe, Traynor, Jensen Measures, Markowitz Covariance, Lower Partial Moment
Year: 1997
OAI identifier: oai:CiteSeerX.psu:10.1.1.198.1087
Provided by: CiteSeerX
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