The study examines the value addition provided by frontier markets vis-à-vis emerging
markets in improving the diversification benefits of an international portfolio. The analysis is …

This paper investigates to what extent low-income developing countries (LIDCs)
characterized as frontier markets (FMs) have begun to be subject to capital flows dynamics …

This paper investigates the presence of long memory in MSCIs Frontier and Emerging
Market Indices, using autoregressive fractionally integrated moving average (ARFIMA) and …

The field of stock returns and assessing stock returns utilising financial ratios has attracted
substantial interest from various stakeholders. In terms of previous research, the role of …

Since frontier markets are at their early stages of growth and capitalization they can provide
convenient investment opportunities. That is why interest in frontier markets is developing …

We investigated regime switching behaviour of the broad aggregate returns of the Ghana
Stock Exchange within the context of frontier markets. The data covered the daily period from …

For the preceding decade, the increasing level of globalization has induced investors to look
for new international diversification opportunities within the environment of Emerging …

We investigated regime switching behaviour of the broad aggregate returns of the Ghana
Stock Exchange within the context of frontier markets. The data covered the daily period from …

The purpose of the study was to test the weak-form efficiency of the Dar es Salaam Stock
Exchange (DSE). Data used include the daily stock prices of four of the indices of the …

The aim of this thesis is to build different Risk Parity portfolios and thereby perform an out-of-
sample analysis by comparing them with other more common portfolio strategies. The …