Essays about: "Erik Kugelberg"

Found 1 essay containing the words Erik Kugelberg.

  1. 1. Emerging and Frontier Markets for Risk Averse Investors? : A study on equity risk premium and correlation in 96 markets.

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Erik Kugelberg; [2016]
    Keywords : equity risk premium; correlation; diversification; portfolio theory; frontier markets; emerging markets; pension funds;

    Abstract : Introduction: The portfolio theory states that an investor has to take into consideration expected return and variance to construct an optimal portfolio along the efficient frontier. The equity risk premium suggests that an investment’s expected return is related to the amount of risk it consists of. READ MORE