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International portfolio diversification in the Warsaw stock market during the financial crisis

This thesis investigates issues relating to international portfolio diversification from the perspective of the Polish stock market in the context of the financial crisis. Beginning with an outline of the functioning of the Polish stock market, the first contribution of the thesis is to consider the risks, benefits and opportunities in this market. Within this context, trading strategies are considered with an emphasis on the impact on risk reduction or return enhancement of initial public offerings. Second, the thesis provides a model which may be relevant for measuring trend durations in equity prices. A third element of the thesis considers the influence of spill-over effects (from the financial crisis) on equity investments in Poland, incorporating country and industry specific factors. Finally, the thesis considers financial crisis contagion and policies that may be relevant for practitioners.

Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:569594
Date January 2012
CreatorsProrokowski, Lukasz
PublisherUniversity of Aberdeen
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=192169

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