Beschreibung
This book addresses the issues of diversification at the international context. Furthermore, this book adresses topics like In-sample and Out-Of-Sample approaches to analyze the data; optimization models to compose the efficient portfolios using models from classic to modern like Mean Variance (MV), Mean Absolute Deviation (MAD), Semivariance (SV), Resample Michaud (RM) and Filtered Historical Simulation (FHS); and bring the Matlab code for each optimization model that can be used in the future research. On the other hand, this book can help investors that seek to maximize return and minimize risk of the their portfolios using the African emergent markets.
Autorenporträt
Alexandrino Tavares Barreto was born in Cape Verde, he concluded his degree in Economic and management in 2002 at University Jean Piaget of Cape Verde. He concluded his Master degree in business Finance in 2011 at the Faculty of Economics of University of Algarve - Portugal. He is PhD student in business Science at University of Coimbra-Portugal.
