The aim of this work is to analyze the main equity markets (developed and emerging) to compute two financial integration measures: the standard correlation and R-square. After an analysis of these measures, the effects on the diversification of an international portfolio will be presented.
Increasing correlation in equity markets and consequences on an international portfolio.
Mazzucchi Zanon, Andrea
2017/2018
Abstract
The aim of this work is to analyze the main equity markets (developed and emerging) to compute two financial integration measures: the standard correlation and R-square. After an analysis of these measures, the effects on the diversification of an international portfolio will be presented.File in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14247/21549