Essays about: "international portfolio diversification"
Showing result 1 - 5 of 20 essays containing the words international portfolio diversification.
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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 byggandeAbstract : 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
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2. A Comparative Study on Green Mutual Equity Fund’s Financial Performance : International vs Domestic Fund Composition
University essay from Umeå universitet/FöretagsekonomiAbstract : In this thesis the relationship between regional composition and risk-adjusted performance is evaluated concerning Swedish issued green mutual equity funds. By using three different indices; Sharpe, Jensen and Treynor, a relationship has been able to establish. READ MORE
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3. Risk Spillovers between BRICS Stock Markets, US Stock Market, Gold and Oil: A portfolio management approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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4. 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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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, NationalekonomiAbstract : 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