Essays about: "Peter Olby"

Found 1 essay containing the words Peter Olby.

  1. 1. International diversification from a Swedish perspective during the implementation of EMU.

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Rikard Bogren; Peter Olby; [2008]
    Keywords : Sharpe Ratio; correlation; mean-variance; International diversification; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : In this thesis the change in effect of international diversification during the implementation of EMU is investigated, by taking a Swedish perspective. This is done by studying correlation and Sharpe ratio development. The countries included in this study comprise of both EMU countries and a disperse group of other world markets. READ MORE