Essays about: "EQUITY risk IN EMERGING MARKETS"
Showing result 1 - 5 of 12 essays containing the words EQUITY risk IN EMERGING MARKETS.
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1. The Untapped Potential of Sub-Saharan Africa: A case study of the development of private capital and its impact on the last frontier of growth
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : As the market is starting to see an increase in private capital investments in sub-Saharan Africa, questions have been raised as to what has changed from the perspective of investors when it comes to investing in a market that has traditionally been underfunded. Through a case study analysing the risks, challenges, and opportunities of investing in sub-Saharan Africa, we attempt to analyse the reasons for traditional investor hesitancy and better map the risk and reward landscape as it is seen today. READ MORE
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2. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics
University essay fromAbstract : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). READ MORE
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3. International Diversification for Swedish investors : A comparative study of different national and international scale portfolios.
University essay from Umeå universitet/FöretagsekonomiAbstract : This thesis aims to investigate the benefits of international diversification from a Swedish perspective. It presents a comparative study of the performance of different portfolios based on their degree of international diversification with a focus on Swedish investors frame of reference. READ MORE
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4. The Impact of Leverage on Return-Volatility Relationship -An Empirical Study of the Nordic Equity Markets
University essay from Göteborgs universitet/Graduate SchoolAbstract : Prior studies have documented mixed evidence regarding the relationship between stock returns and equity return volatilities. The purpose of this thesis is to contribute to the debate about the direction of the risk-return relationship and to seek further explanation for this phenomenon. The aim of this thesis is therefore two-fold. READ MORE
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5. Swedish Equity Sectors Risk Management with Commodities : Revisiting dynamic conditional correlations and hedge ratios
University essay from Linköpings universitet/NationalekonomiAbstract : The purpose of this study is to investigate changes in dynamic conditional correlations between Swedish equity sector indices and commodities using oil, gold, copper and a general commodity index. Additionally the purpose is to evaluate which of the two methods, DCC- GARCH or GO-GARCH that is more efficient in estimating correlation for hedge ratio calculation. READ MORE