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Portfolio Theory Dissertations

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C/F/611. Dissertation. Portfolio Management and Effects of Diversification and Exchange Rates

WORDS:: 12350
DATE:: 2009
PRICE:: 129.99 GBP

The dissertation examines the ways to reduce risk in portfolio management through diversification and exchange rate policies addressing the shifts in risks and returns associated with investments during the current economic slowdown. Literature is reviewed on the theory of portfolio diversification, return on investments, exchange rate risks, hedging strategies, etc. The methods of regression modeling are used to investigate the risks and returns of three portfolios, i.e. a UK national portfolio consisting of the FTSE 250 share price index, a portfolio diversified into the developed US equity market represented by the S&P 500 index, and a portfolio diversified into an emerging Malaysian stock market represented by KLSE Composite index. Conclusions are made about the impact of risk, return and exchange rates associated with diversified international portfolios and the effects of portfolio diversification in the unstable financial conditions of the current economic downturn and credit crunch

KEYWORDS: Dissertation, portfolio management, diversification, exchange rate, risk and return,

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C/B/1654. Proposal. Portfolio Management and the Effects of Diversification and Exchange Rates

WORDS:: 2000
DATE:: 2009
PRICE:: 29.99 GBP

The paper offers a research proposal to examine how diversification and exchange rates effect investment portfolio management. A summary of research methodology is presented highlighting key areas for examination in the literature review. A list of key references is provided.

KEYWORDS: Proposal, portfolio management, diversification, exchange rate,

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C/F/37. EQUITY PORTFOLIO MANAGEMENT: CRITICAL SUCCESS FACTORS (International Diversification, Country versus Sector Allocation)

WORDS:: 19000
DATE:: 2003
PRICE:: 189.99 GBP

The present study aims to examine different benefits from portfolio diversification, namely International diversification, the effects of EMU on country versus sector allocation, and the relative significance of country and industry factors in the determination and the dynamics of European returns. In particular, using a data set of portfolios consisting of 11 European countries and 10 industrial sectors, it was applied the Heston and Rouwenhorst (1994) and Griffin and Karolyi (1998). The analysis shows that the country effect is the basic determinant of heterogeneity of returns and is stronger than the industry effect. This implies that a hypothesis of European financial integration is not compatible with the information conveyed by the data. Finally, the implication for portfolio managers is that diversification benefits can be exploited by diversifying across countries.

KEYWORDS: f, equity, portfolio, management, critical, success, factors, international, diversification, country, versus, sector, allocation,

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P/F/47. Portfolio Diversification. European Diversification: across countries or across industries?

WORDS:: 10000
DATE:: 2003
PRICE:: 109.99 GBP

ABSTRACT: This study examines the extent to which gains from diversification across European countries within an industry allow for greater risk reduction than industry diversification within a country. European stock markets are becoming increasingly globalised and intra-industry mergers and acquisitions are a reality as a result of the increasing economic integration of Europe, the implementation of the single currency and the elimination of restrictions in banking and financial services. Therefore, investment opportunities have increased and accelerated the flow of equity capital between European markets. Using a sample of 17 countries and 18 industries between 1992 and 2001 it is found that country diversification is a more successful method for achieving risk reduction than industry diversification.

KEYWORDS: f, portfolio, diversification, european, diversification, countries, industries,

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