An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011
This paper takes data from equity markets from 42 countries in order to build an internationally diversified portfolio. The method is similar to traditional domestic diversification. The objective is to build a minimum variance portfolio, and the results suggest that the diversified position should...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Online Access: | https://eprints.nottingham.ac.uk/25622/ |