Exchange Rate Uncertainties and International Diversification from a Swedish Perspective
Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
With new technologies and continuous financial deregulations, investors are more induced to diversify their portfolios internationally. This study measures the effect of exchange rate uncertainty on foreign investments from a Swedish perspective and examines the gains from international diversification by employing six portfolio strategies, unhedged optimal, unhedged minimum variance, unhedged equally weighted, hedged optimal, hedged minimum variance and hedged equally weighted portfolio strategies. The performances of those six portfolio strategies are then compared with the performance of investing solely in Sweden.
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IdentifiersURN: urn:nbn:se:su:diva-5256OAI: oai:DiVA.org:su-5256DiVA: diva2:195031