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Featured · ResearchUpcoming
BRVM/Portfolio Risk / Market Microstructure/

The Hidden Covariance in BRVM 30 Portfolios

How does BRVM 30 portfolio risk change over one to twenty trading sessions? This study compares three weighting methods using official market bulletins.

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South AfricaEconomy and sovereign risk→Côte d’IvoireEconomy and sovereign risk→NigeriaEconomy and sovereign risk→