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Smooth Transition Analysis and Portfolio Optimization: the case of emerging- and frontier-equity markets

University of Greenwich

Room SL007, Old Royal Naval College, 30 Park Row, London SE10 9LS
22 Mar 2017 1 p.m. – 2 p.m., University of Greenwich

Research Seminar by Dr Francesco Guidi, based on the paper "Smooth Transition Analysis and Portfolio Optimization: the case of emerging and frontier equity markets", co-authored by Francesco Guidi, Christos Savva and Gabriella Cagliesi.

Organising committee:

Greenwich Political Economy Research Centre (GPERC)

Foundation for European Progressive Studies (FEPS)

International Business and Economics Department, Business School, University of Greenwich