We investigate portfolio selection performance as in Markowitz by evaluating variance matrix estimation criteria in the currency market. This study challenges theoretically rigorous shrinkage covariance estimators using multiple evaluation metrics: systematic loss function, risk profile of...

The present research analyzes the nexus between export upgrading and economic growth. In addition, it studies the moderating role of economies’ level of openness to international trade between export upgrading and economic growth for a group of 131 countries covering the period of 2006-2019....

We investigate portfolio selection performance as in Markowitz by evaluating variance matrix estimation criteria in the currency market. This study challenges theoretically rigorous shrinkage covariance estimators using multiple evaluation metrics: systematic loss function, risk profile of...

The present research analyzes the nexus between export upgrading and economic growth. In addition, it studies the moderating role of economies' level of openness to international trade between export upgrading and economic growth for a group of 131 countries covering the period of 2006-2019. The...

"The bond market is a key securities market and emerging economies present exciting, new investment opportunities. This timely book provides insights into these emerging bond markets through empirical models and analytical databases, i.e. Bloomberg, EikonRefinitiv and the Russian Cbonds. The...