An Analysis of Internationally Diversified Portfolios Based On World Equity Markets Data from 2001-2011

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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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Bibliographic Details
Main Author:	Guan, Fang
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25622/

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