Nie, Ung Sze; Chong, Choo Wei; Sambasivan, Murali; … - In: Asian Academy of Management Journal of Accounting and … 10 (2014) 1, pp. 152-165
in portfolio formation, we also investigate the economic implication of the smooth transition exponential smoothing (STES … developed stock markets in both ex-ante and ex-post periods. Further investigation on the economic implications of the STES … method also show that the STES method does help to cushion losses generated from the international diversification portfolio …