Essays about: "Philip Robertsson"

Found 1 essay containing the words Philip Robertsson.

  1. 1. Strategic Asset Allocation - The Impact of Foreign Exposure on Portfolio Choice

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Philip Robertsson; [2016]
    Keywords : Strategic asset allocation; Dynamic programming; Foreign exposure; Portfolio choice; Certainty equivalent of wealth; Business and Economics;

    Abstract : Plenty of research has been made on strategic asset allocation, but the focus on foreign market exposure is sparse. This paper analyzes how the investor’s portfolio choice is affected when exposed to four foreign assets, one domestic asset, and the risk free interest rate. READ MORE