White paper: the case for frontier market fixed income

Research output: Contribution to journalArticle

Abstract

Frontier market debt is becoming increasingly attractive as an asset class, supported by the economic development of the less developed emerging markets. Analysis of the constituents of this off-benchmark asset class shows that allocation to it can potentially result in higher yield and better diversification. The authors argue that frontier fixed income should be included in strategic asset allocation using a technique known as reverse asset allocation.
LanguageEnglish
JournalSSRN
Publication statusPublished - 31 Jul 2009

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Assets
Fixed income
Diversification
Emerging markets
Benchmark
Asset allocation
Debt
Strategic asset allocation
Economic development

Keywords

  • emerging market
  • debt
  • fixed income
  • frontier markets
  • asset allocation

Cite this

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title = "White paper: the case for frontier market fixed income",
abstract = "Frontier market debt is becoming increasingly attractive as an asset class, supported by the economic development of the less developed emerging markets. Analysis of the constituents of this off-benchmark asset class shows that allocation to it can potentially result in higher yield and better diversification. The authors argue that frontier fixed income should be included in strategic asset allocation using a technique known as reverse asset allocation.",
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year = "2009",
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White paper : the case for frontier market fixed income. / Broby, Daniel P.

In: SSRN, 31.07.2009.

Research output: Contribution to journalArticle

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