Essays about: "Equity index bonds"

Showing result 6 - 8 of 8 essays containing the words Equity index bonds.

  1. 6. Commodities as a Diversification Instrument: Implications of the Commodity Financialization

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Elin Lundström; Kevin Visvanathar; [2015]
    Keywords : Commodities; Index investment; Diversification; Financialization;

    Abstract : This study examines if potential diversification benefits from adding non- energy commodity indices to a portfolio consisting of stocks and bonds have changed over time. This is examined for two types of investors: one that aims to maximize the risk-adjusted return and one who seeks to minimize the portfolio risk. READ MORE

  3. 7. Portfolio Optimization with Commodities - Sub-Sector and Business Cycle Analysis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Kristina Filiptchuk; Henrik Lindholm; [2011]
    Keywords : Commodities; Portfolio Optimization; Sub-sectors; Business Cycles; Diversification;

    Abstract : Commodities have traditionally been viewed as good diversifiers in a portfolio of stocks and bonds. However, recent literature has challenged the alleged benefits of commodities and created a need for further research in this field. READ MORE

  4. 8. Sensitivity of Equity Returns to Political Risk Premiums

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sara Henderson; Isabel Garza Rodriguez; [2008]
    Keywords : political risk; political risk premium; interest yield spread; sensitivity of market returns; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : In this paper we study the impact that political risk premiums have on market index returns in thirty-one countries. We also include the impact of exchange rates and inflation rates. Fifteen of the countries are classified as developing, and sixteen of them are classified as developed based on the World Bank classifications. READ MORE