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dc.contributor.authorSolberg, Therese
dc.contributor.authorLyche, Annette Lucia
dc.date.accessioned2018-12-17T15:25:52Z
dc.date.available2018-12-17T15:25:52Z
dc.date.issued2018
dc.identifier.urihttp://hdl.handle.net/11250/2577992
dc.descriptionMaster of Science in Finance/Master of Science in Business, Handelshøyskolen BI, 2018nb_NO
dc.description.abstractWe investigate home bias and the determinants of cross-border portfolio allocation on total, equity and debt portfolios across the 30 largest economies in the world based on GDP and economic openness. The thesis is based on data from the Coordinated Portfolio Investment Survey (CPIS) by the IMF, over the period 2001-2016. In our investigation of home bias, we find a declining trend throughout the period, except when there exist financial shocks to the economy. We find that the strongest drivers of cross-border portfolio allocation are the rational portfolio optimization factors. Indicating that investors aim to reallocate their portfolio and close the distance between actual weights and optimal weights following the ICAPM to achieve a diversified portfolio.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectfinancenb_NO
dc.subjectfinansnb_NO
dc.subjectbusiness
dc.titleHome bias in international equity and debt holdings: A study of cross-border portfolio allocationnb_NO
dc.typeMaster thesisnb_NO


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