Browsing FGV EPGE - Seminários de Pesquisa Econômica by Subject "Mercado financeiro - América Latina"
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Extreme observations and diversification in Latin American emerging equity markets
1998-08-06In this paper, we focus on the tails of the unconditional distribution of Latin American emerging markets stock returns. We explore their implications for portfolio diversification according to the safety tirst principIe, ...


