African capital markets in the diversification of global investment

The book "African Capital Markets in the Diversification of Global Investment" offers a comprehensive analysis of diversification strategies in an international context, particularly regarding the emerging markets of Africa. It discusses various approaches to data analysis, both in-sample and out-of-sample, and presents optimization models that range from classical to modern methods. The models covered include Mean Variance (MV), Mean Absolute Deviation (MAD), Semivariance (SV), Resample Michaud (RM), and Filtered Historical Simulation (FHS). Additionally, the book includes MATLAB code for each optimization model, which can be used for future research projects. This specialized book is aimed at investors looking to optimize their portfolios to maximize returns and minimize risks by leveraging the opportunities presented by African markets.