Mirela Momcilovic

affiliation not provided to SSRN

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Portfolio Selection between a Mature Market and Selected Emerging Markets Indices in the Presence of Structural Breaks

Bulletin of Economic Research, Vol. 71, Issue 3, pp. 439-465, 2019
Number of pages: 27 Posted: 05 May 2020
Jovan Njegić, Dejan Živkov and Mirela Momcilovic
Novi Sad Business School, Novi Sad Business School and affiliation not provided to SSRN
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Abstract:

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emerging markets, portfolio optimization, structural breaks