Essays about: "international portfolio diversification"

Showing result 6 - 10 of 20 essays containing the words international portfolio diversification.

1. 6. Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors

   University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

   Author : Klara Granath; Charlotta Carlsson; [2019]
   Keywords : REIT; Portfolio Diversification; DCC-GARCH; Johansen’s Cointegration; Granger Causality;

   Abstract : Real estate is commonly viewed as a good diversification tool since the real estate market cycle exhibit low correlations to other asset classes. Moreover, Real Estate Investment Trusts (REITs) have become increasingly popular in the past decades since this investment form offers private investors a convenient way of diversifying stock portfolios with real estate. READ MORE

3. 7. International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Stefan Ryschkow; SIQI LU; [2018]
   Keywords : Causality; diversification; dynamic cointegration; static cointegration; structural break;

   Abstract : This thesis investigates the short term and the long term cointegration relations between European and Chinese, European and Russian stock markets, with a goal to define international diversification benefits. Whereas Russia and China are considered as developing countries, Europe represents a developed market. READ MORE

4. 8. The Importance of Industry-, Country- and Global Factors for the Return on Technology Stocks

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Cecilia Wikholm; Malin Olsson; [2017]
   Keywords : Industry-; country- and global effects; technology industry; exposure; portfolio diversification; Business and Economics;

   Abstract : We investigate to what degree return on technology stocks are affected by industry-, country- and global factors. Furthermore, the analysis is extended to look deeper into the industry factors by examining what the exposure of technology stocks to industry-specific shocks is caused by. READ MORE

5. 9. Forwards versus Options: Effectiveness in Hedging Currency Risk in International Portfolios

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Cecilia Alvarado-Vargas; Khwanchanok Kessakorn; [2013]
   Keywords : Currency Hedging; International Portfolios Diversification; Currency Forward Contracts; Currency Put Options.; Business and Economics;

   Abstract : This paper aims to examine effectiveness of currency hedging of forward contracts and options in international portfolio, consisting of assets denominated in Chinese Yuan and Indian Rupee. Instead of applying Markowitz’s portfolio optimization, mean-CVaR framework is used in order to deal with non-normality of return of financial assets as well as exchange rates. READ MORE

6. 10. Investment Diversification : A study on six European Countries

   University essay from Handelshögskolan vid Umeå universitet (USBE)

   Author : Abu Hena Md Mamnul Islam; Md Faisal; [2011]
   Keywords : Stock Market; Cointegration; Diversification; Markowitz theory; Johansen cointegration;

   Abstract : "It is the part of a wise man to keep himself today for tomorrow, and not venture all his eggs in one basket."                     - Don Quixote (Part I, Book III, Chapter 9) by Miguel de Cervantes Saavedra [1547-1616]     This research aimed to investigate whether it is possible for investors to diversify their investment and reduce the risk of investment by investing in the selected European countries. READ MORE