Posted: 1 Aug 2009 Last revised: 11 Aug 2009
Date Written: July 31, 2009
Frontier market debt is becoming increasingly attractive as an asset class, supported by the economic development of the less developed emerging markets. Analysis of the constituents of this off-benchmark asset class shows that allocation to it can potentially result in higher yield and better diversification. The authors argue that frontier fixed income should be included in strategic asset allocation using a technique known as reverse asset allocation.
Keywords: Emerging Market, Debt, fixed income, frontier markets, asset allocation
JEL Classification: B00
Suggested Citation: Suggested Citation
Broby, Daniel P., White Paper: The Case for Frontier Market Fixed Income (July 31, 2009). Available at SSRN: https://ssrn.com/abstract=1441894