scholarly journals Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

2017 ◽  
Author(s):  
Philippe Bacchetta ◽  
Eric van Wincoop
Keyword(s):  
Equity Portfolios ◽  
Portfolio Adjustment

Derivatives in Equity Portfolios

1998 ◽  
Vol 1998 (4) ◽  
pp. 4-27
Author(s):  
Joanne M. Hill
Keyword(s):  
Equity Portfolios

Currency Management in Asian Equity Portfolios

1998 ◽  
Vol 1998 (1) ◽  
pp. 60-73
Author(s):  
Michael C.M. Wilson
Keyword(s):  
Currency Management ◽  
Equity Portfolios

A Partially Isotropic Reduced Pca Model for Large Equity Portfolios

2008 ◽  
Author(s):  
Craig A. Friedman ◽  
Wenbo Cao ◽  
Jinggang Huang
Keyword(s):  
Equity Portfolios

Bayesian Value at Risk Metric for Equity Portfolios

2014 ◽  
Author(s):  
Eric Hendries ◽  
Jun Huang ◽  
Rachel Li ◽  
Xiao Li ◽  
Yiyang Qi ◽  
...  
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Equity Portfolios ◽  
Risk Metric

scholarly journals International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors

2002 ◽  
Vol 32 (1) ◽  
pp. 171-197 ◽  
Author(s):  
Gyöngyi Bugár ◽  
Raimond Maurer
Keyword(s):  
Capital Market ◽  
Stock Exchange ◽  
Emerging Market ◽  
Currency Hedging ◽  
Portfolio Strategies ◽  
Different Types ◽  
International Equity ◽  
Good Potential ◽  
Points Of View ◽  
Equity Portfolios

AbstractIn this paper we study the benefits derived from international diversification of equity portfolios from the German and the Hungarian points of view. In contrast to the German capital market, which is one of the largest in the world, the Hungarian Stock Exchange is an emerging market. The Hungarian stock market is highly volatile, high returns are often accompanied by extremely large risk. Therefore, there is a good potential for Hungarian investors to realise substantial benefits in terms of risk reduction by creating multi-currency portfolios. The paper gives evidence on the above mentioned benefits for both countries by examining the performance of several ex ante portfolio strategies. In order to control the currency risk, different types of hedging approaches are implemented.

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