This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

International Portfolio Diversification for European countries: The viewpoint of Hungarian and German investors

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Bugàr, Gyöngyi () (Janus Pannonius University of Pécs, Faculty of Business and Economics)
Maurer, Raimond () (Lehrstuhl fuer Investment, Portfolio Management und Alterssicherung)

Additional information is available for the following registered author(s):

Abstract

In this paper, we study the benefits derived from international diversification of stock portfolios from Hungarian as well as German point of view. The Hungarian Stock Exchange is an emerging market, in contrast to this the German capital market is one of the largest markets in the world. In an ex post perspective the benefits from internationally diversified portfolios for Hungarian investors accrue aonly in terms of reduction in risk while for German investors also in terms of higher expected returns. By examining the performance of several ex ante strategies the paper also presents evidence on the benefits from international diversification for both countries. The strategies considered are the equally weighted, the minimum variance, the tangency and an equal risk portfolio. Transaction costs as well as estimation risk are taken into cosideration.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim in its series Sonderforschungsbereich 504 Publications with number 97-36.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 28 pages
Date of creation: 14 Nov 1997
Date of revision:
Handle: RePEc:xrs:sfbmaa:97-36

Note: Financial support from the Deutsche Forschungsgemeinschaft, SFB 504, at the University of Mannheim, is gratefully acknowledged.
Contact details of provider:
Postal: D-68131 Mannheim
Phone: (49) (0) 621-292-2547
Fax: (49) (0) 621-292-5594
Email:
Web page: http://www.sfb504.uni-mannheim.de/
More information through EDIRC

Web page: http://www.sfb504.uni-mannheim.de

Order Information:
Email:

For technical questions regarding this item, or to correct its listing, contact: (Carsten Schmidt).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Raimond Maurer & Thomas G. Stephan, 2000. "Vermögensanlagevorschriften für deutsche Versicherungsunternehmen: Status Quo und finanzwirtschaftliche Bewertungen," Working Paper Series: Finance and Accounting 54, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  2. Schröder, Michael, 2000. "Investment opportunities in Central and Eastern European equity markets : an econometric examination of the risk-return relationships for western investors," ZEW Discussion Papers 00-42, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
Statistics
Access and download statistics

Did you know? LogEc provides statistical analysis about downloads from this service (and others).

This page was last updated on 2009-11-16.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.