International Stock Portfolio

International Stock Portfolio


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

₹ 3,651

Availability: Out of stock


Delivery :

5% Cashback on all Orders paid using MobiKwik Wallet T&C

Free Krispy Kreme Voucher on all Orders paid using UltraCash Wallet T&C
Product Out of Stock Subscription

(Notify me when this product is back in stock)

  • Product Description

With the liberalization of capital markets and globalization, international security and portfolio investment has developed rapidly in recent years. This book examines the benefits from a UK perspective of diversifying into stocks traded on other developed and emerging market stock exchanges. The empirical study provides a mean-variance analysis of international portfolios over the period between July 1995 and July 2005. It focuses on the correlation of returns across a sample of stock exchanges, providing estimates of the correlations as well as testing statistically the stability of these correlations over time. The empirical results demonstrate that an investor from the UK would have benefited from holding an international portfolio, especially one made up of securities drawn from emerging markets over the period examined. Although an international diversification effect exists, it is unstable as the correlations of returns fluctuate over time and past relationships are not necessarily an accurate guide to the nature of future relationships.

Product Specifications
SKU :COC93188
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-08-14
0 Review(s)