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Exchange Rate Uncertainties and International Diversification from a Swedish Perspective
Stockholm University, Faculty of Social Sciences, School of Business.
2004 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

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.

Place, publisher, year, edition, pages
2004.
National Category
Business Administration
Identifiers
URN: urn:nbn:se:su:diva-5256OAI: oai:DiVA.org:su-5256DiVA: diva2:195031
Uppsok
samhälle/juridik
Available from: 2007-01-05 Created: 2007-01-05

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
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  • Other locale
More languages
Output format
  • html
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