книги Бизнес Экономика Международная экономика

Convergence of Capital Markets and International Portfolio Choice. Investing across countries vs. investing across industries with an overview over the capital markets movements and empirical evidence

Код 1432203

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Аннотация к книге "Convergence of Capital Markets and International Portfolio Choice. Investing across countries vs. investing across industries with an overview over the capital markets movements and empirical evidence"

This book examines advantages and disadvantages of national and international investments regarding the convergence of the capital markets and their correlation. The analysis focuses on diversification benefits of investig across countries versus investing across industry sectors. It provides an interpretation of the Markowitz's Mean-Variance analysis. It shows the contribution of the exchange rate risk to the total risk of stock indices portfolio using monthly returns for the last 15 years. It...

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Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-3-6392-9685-3
Объём: 88 страниц
Масса: 153 г
Размеры(высота, ширина, толщина), см: 23 x 16 x 1

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