Submitted by Joana Vieira (joana_cvieira@hotmail.com) on 2015-10-13T12:58:25Z
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FINAL REPORT JOANA VEIRA FGV.pdf: 3927213 bytes, checksum: a8f998809220a76b7f10b84fa630e2b0 (MD5) / Rejected by Ana Luiza Holme (ana.holme@fgv.br), reason: Joana,
o numero das paginas deve contar a partir da capa, está certo mas só deve aparecer o numero a partir da introdução.
fico a disposição.
Ana Luiza Holme
3799-3492 on 2015-10-13T16:24:51Z (GMT) / Submitted by Joana Vieira (joana_cvieira@hotmail.com) on 2015-10-13T17:42:24Z
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FINAL REPORT JOANA VEIRA FGV.pdf: 3951971 bytes, checksum: 667456b57a07dda99ac9aeb852a0c8ee (MD5)
Previous issue date: 2015-09-25 / Taking into account previous research we could assume to be beneficial to diversify investments in emerging economies. We investigate in the paper International Portfolio Diversification: evidence from Emerging Markets if it still holds true, given the assumption of larger world markets integration. Our results suggest a wide spread positive time-varying correlations of emerging and developed markets. However, pair-wise cross-country correlations gave evidence that emerging markets have low integration with developed markets. Consequently, we evaluate out-of-sample performance of a portfolio with emerging equity countries, confirming the initial statement that it has a better a risk-adjusted performance over a purely developed markets portfolio.
| Identifer | oai:union.ndltd.org:IBICT/oai:bibliotecadigital.fgv.br:10438/14114 |
| Date | 25 September 2015 |
| Creators | Vieira, Joana Colarinha |
| Contributors | Boons, Martijn, Prado, Melissa Porras, Escolas::EESP, Mergulhão, João de Mendonça |
| Source Sets | IBICT Brazilian ETDs |
| Language | English |
| Detected Language | English |
| Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
| Source | reponame:Repositório Institucional do FGV, instname:Fundação Getulio Vargas, instacron:FGV |
| Rights | info:eu-repo/semantics/openAccess |
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