Essays about: "International Portfolios Diversification"

Showing result 1 - 5 of 10 essays containing the words International Portfolios Diversification.

1. 1. The Impact of Logistic Properties on Portfolio Profitability : An Insight into Strategical Choices and the Profit Derived from Modern Logistic Properties

   University essay from KTH/Fastigheter och byggande

   Author : Reynaldo Cardenas Sanchez; Filip Olausson; [2022]
   Keywords : logistic properties; portfolio management; profitability; diversification; investment strategies; logistikfastigheter; portföljförvaltning; lönsamhet; diversifiering; investeringsstrategier;

   Abstract : The interest in logistics properties has risen significantly over the last decade, which have attracted more national and international investors. Previous research has mostly been centered on the property's location and how it has influenced their value. READ MORE

3. 2. Risk Spillovers between BRICS Stock Markets, US Stock Market, Gold and Oil: A portfolio management approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Sofia Fors; Carl Billing; [2020]
   Keywords : BRICS; DCC-GJR-GARCH; risk spillovers; financial contagion; portfolio selection; Business and Economics;

   Abstract : This study investigates the correlation between the US stock market, oil prices, gold prices and the stock markets of five emerging markets: Brazil, Russia, India, China and South Africa (BRICS), in order to explore the risk spillovers and the financial contagion between the markets. A DCC-GJR-GARCH model is applied to daily data of returns from January 2000 to April 2020 and considers both a full sample analysis along with a three-pronged subsample analysis. READ MORE

4. 3. Foreign exchange reserves: analysis of size and currency diversification

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Francisco Ruben Barrionuevo Garcia; Petra Kamenická; [2020]
   Keywords : Foreign exchange reserves; currency composition of reserves; size of international reserves; diversification; foreign exchange regime.; Business and Economics;

   Abstract : This thesis analyses the size of the foreign exchange reserves across countries and attempts to find the determinants that could explain the differences in reserve levels. Factors such as the foreign exchange regime, country development level, current and capital accounts balance, as well as the fuel-exporter status, are all important predictors of reserve size. READ MORE

5. 4. International Diversification for Swedish investors : A comparative study of different national and international scale portfolios.

   University essay from Umeå universitet/Företagsekonomi

   Author : Charbel Sawwan; Nathan Lercier; [2019]
   Keywords : Portfolio Diversification; International Diversification; Concentrated Portfolio; Home Bias; Mean Return; Risk; Volatility; Equity indices; Optimal Portfolio; Swedish Investors; Sweden; Global Portfolio; Emerging; Western Europe; Eastern Europe.;

   Abstract : 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

6. 5. Diversification benefits for Swedish investors : A comparison of benefits from before and after the financial crisis 2007/2008

   University essay from Högskolan i Jönköping/IHH, Nationalekonomi

   Author : Joakim Walldoff; [2019]
   Keywords : International Diversification; Correlations; Equity Markets; Diversification Benefits;

   Abstract : Background: Investing internationally is easier than ever before, with the rise of the internet, unification of accounting standards, and faster flow of information. Yet, many argue that due to increasing global equity market correlations, it is getting increasingly hard to attain benefits from international diversification. READ MORE