@article {1969136,
	title = {International diversification with frontier markets},
	journal = {Journal of Financial Economics},
	volume = {101},
	year = {2011},
	month = {2011},
	pages = {227-242},
	abstract = {We provide an analysis of frontier market equities with respect to world market integration and diversification. Principal component results reveal that frontier markets exhibit low levels of integration. In contrast with developed and emerging markets, frontier markets offer no indication of increasing integration through time. Furthermore, individual frontier market countries do not exhibit consistent rates of changing integration. Structural break tests identify breakpoints in integration, as well as integration dynamics across countries. We show that frontier markets have low integration with the world market and thereby offer significant diversification benefits.},
	keywords = {Finance},
	author = {Berger,Dave and Pukthuanthong,Kuntara and Yang,Jimmy}
}
@article {1976506,
	title = {International Diversification with Frontier Markets},
	year = {2010},
	month = {2010},
	address = {New York, New York},
	keywords = {Finance},
	author = {Berger,Dave and Yang,Jimmy and Pukthuanthong,Kuntara}
}
@article {1976501,
	title = {International diversification with frontier markets},
	year = {2010},
	month = {2010},
	address = {Taipei},
	keywords = {Finance},
	author = {Berger,Dave and Pukthuanthong,Kuntara and Yang,Jimmy}
}
@article {1969141,
	title = {Investor perceptions and volatility within the risk-return tradeoff},
	journal = {Applied Financial Economics},
	volume = {20},
	year = {2010},
	month = {2010},
	abstract = {Conditional asset pricing models within the risk-return literature describe a relation between expected risk and return for period t+1, with expectations formed during period t. Existing risk estimates in the literature are formed using backwards looking measures during period t, which are projected forward for period t+1. Evidence suggests ex post observations do not always correspond with conditional ex ante expectations. Using forward looking survey data, I compare measures of expected risk, with common estimates of risk in the literature. Supporting empirical research, I find a strong relation between forward looking investor risk perceptions and conditional risk estimates.},
	keywords = {Finance},
	author = {Berger,Dave}
}
