A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economics
AbstractThis paper takes a systematic look at the portfolio choice problem faced by Investment Banks or Funds investing in transition economies. We relate the performance of projects in the transition economies to the broader macreconomics and international environment and evaluate the attractiveness of alternative investment strategies from the perspective of portfolio theory.
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Bibliographic InfoPaper provided by Centre for Economic Performance, LSE in its series CEP Discussion Papers with number dp0320.
Date of creation: Jan 1997
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Web page: http://cep.lse.ac.uk/_new/publications/series.asp?prog=CEP
Other versions of this item:
- Willem H. Buiter & Ricardo Lago & Hélène Rey, 1997. "A portfolio approach to a cross-sectoral and cross-national investment strategy in transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 5(1), pages 63-96, 05.
- Buiter, Willem H & Lago, Ricardo & Rey, Hélène, 1997. "A Portfolio Approach to a Cross-sectoral and Cross-National Investment Strategy in Transition Economies," CEPR Discussion Papers 1548, C.E.P.R. Discussion Papers.
- Willem H. Buiter & Ricardo Lago & Helene Rey, 1997. "A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies," NBER Working Papers 5882, National Bureau of Economic Research, Inc.
- P27 - Economic Systems - - Socialist Systems and Transition Economies - - - Performance and Prospects
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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