International portfolio diversification: Is there a role for the Middle East and North Africa?

Emerging equity market volatility

Geert Bekaert, Campbell R. Harvey · Journal of Financial Economics · 1997 · 1.7K citations

Emerging Market, Volatility Modeling, Financial Economics +6

On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results

Michael J. Best, Robert R. Grauer · Review of Financial Studies · 1991 · 1K citations

Predictable Risk and Returns in Emerging Markets

Campbell R. Harvey · Review of Financial Studies · 1995 · 991 citations

Empirical Finance, Financial Risk Management, International Investment +18

Bayes-Stein Estimation for Portfolio Analysis

Philippe Jorion · Journal of Financial and Quantitative Analysis · 1986 · 990 citations

Portfolio Optimization, Asset Pricing, Bayes-stein Estimation +11

Optimal rules for ordering uncertain prospects

Vijay S. Bawa · Journal of Financial Economics · 1975 · 863 citations

Mathematical Programming, Uncertainty Management, Engineering +11