The Impact of the (2011) Devaluation of the Swiss Franc on Eurozone Equity Benchmark Diversification

The Impact of the (2011) Devaluation of the Swiss Franc on Eurozone Equity Benchmark Diversification

We investigate the diversification benefits of adding Switzerland to a Eurozone equity portfolio, both before and after the removal of Swiss franc peg to the euro. We use a mean-variance portfolio framework to compare the benchmark indices in the Eurozone, including a direct comparison between Switz...

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Bibliographic Details
Main Authors: Daniel Broby, Raphael Faessler, Milenko Josavac, Christophe Dehut
Format: Article
Language:English
Published: EconJournals 2016-05-01
Series:International Journal of Economics and Financial Issues
Subjects:
company-specific political risk
swiss stock market
portfolio diversification
optimal portfolios
currency
benchmark
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32012/353828?publisher=http-www-cag-edu-tr-ilhan-ozturk

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