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International equity portfolios: Selecting the right benchmark for emerging markets

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  • Hamza, Olfa
  • Kortas, Mohamed
  • L'Her, Jean-Francois
  • Roberge, Mathieu

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  • Hamza, Olfa & Kortas, Mohamed & L'Her, Jean-Francois & Roberge, Mathieu, 2006. "International equity portfolios: Selecting the right benchmark for emerging markets," Emerging Markets Review, Elsevier, vol. 7(2), pages 111-128, June.
  • Handle: RePEc:eee:ememar:v:7:y:2006:i:2:p:111-128
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    References listed on IDEAS

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    1. Richards, Anthony J, 1997. " Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?," Journal of Finance, American Finance Association, vol. 52(5), pages 2129-2144, December.
    2. Claude B. Erb & Campbell R. Harvey, 2005. "The Tactical and Strategic Value of Commodity Futures," NBER Working Papers 11222, National Bureau of Economic Research, Inc.
    3. De Bondt, Werner F M & Thaler, Richard, 1985. " Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
    4. Kargin, Vladislav, 2002. "Value investing in emerging markets: risks and benefits," Emerging Markets Review, Elsevier, vol. 3(3), pages 233-244, September.
    5. Shanken, Jay, 1985. "Multivariate tests of the zero-beta CAPM," Journal of Financial Economics, Elsevier, vol. 14(3), pages 327-348, September.
    6. Ronald Balvers & Yangru Wu & Erik Gilliland, 2000. "Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies," Journal of Finance, American Finance Association, vol. 55(2), pages 745-772, April.
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    Cited by:

    1. Lawrence Fisher & Daniel Weaver & Gwendolyn Webb, 2010. "Removing biases in computed returns," Review of Quantitative Finance and Accounting, Springer, vol. 35(2), pages 137-161, August.
    2. repec:agr:journl:v:4(613):y:2017:i:4(613):p:33-42 is not listed on IDEAS

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