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International diversification from a Swedish perspective during the implementation of EMU.

Bogren, Rikard and Olby, Peter (2008)
Department of Economics
Abstract
In this thesis the change in effect of international diversification during the implementation of EMU is investigated, by taking a Swedish perspective. This is done by studying correlation and Sharpe ratio development. The countries included in this study comprise of both EMU countries and a disperse group of other world markets. It can be concluded that a Swedish investor has had a positive diversification effect within the EMU countries, although an increase in correlation and a slight decrease in average diversification effect during the
investigated period. The opposite, a slight average increase in diversification effect, is observed for the non-EMU countries.
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author
Bogren, Rikard and Olby, Peter
supervisor
organization
year
type
H1 - Master's Degree (One Year)
subject
keywords
Sharpe Ratio, correlation, mean-variance, International diversification, Economics, econometrics, economic theory, economic systems, economic policy, Nationalekonomi, ekonometri, ekonomisk teori, ekonomiska system, ekonomisk politik
language
English
id
1848840
date added to LUP
2008-09-15 00:00:00
date last changed
2011-06-01 12:43:54
@misc{1848840,
  abstract     = {{In this thesis the change in effect of international diversification during the implementation of EMU is investigated, by taking a Swedish perspective. This is done by studying correlation and Sharpe ratio development. The countries included in this study comprise of both EMU countries and a disperse group of other world markets. It can be concluded that a Swedish investor has had a positive diversification effect within the EMU countries, although an increase in correlation and a slight decrease in average diversification effect during the
investigated period. The opposite, a slight average increase in diversification effect, is observed for the non-EMU countries.}},
  author       = {{Bogren, Rikard and Olby, Peter}},
  language     = {{eng}},
  note         = {{Student Paper}},
  title        = {{International diversification from a Swedish perspective during the implementation of EMU.}},
  year         = {{2008}},
}