African capital markets in the diversification of global investment

This book addresses the issues of diversification at the international context. Furthermore this book adresses topics like In-sample and Out-Of-Sample approaches to analyze the data; optimization models to compose the efficient portfolios using models from classic to modern like Mean Variance (MV) Mean Absolute Deviation (MAD) Semivariance (SV) Resample Michaud (RM) and Filtered Historical Simulation (FHS); and bring the Matlab code for each optimization model that can be used in the future research. On the other hand this book can help investors that seek to maximize return and minimize risk of the their portfolios using the African emergent markets.