A Comparison of Package Investment and Direct Investment in an International Portfolio
碩士 === 國立東華大學 === 財務金融學系 === 102 === This study explores optimal decisions of simple international portfolios included domestic risky assets, foreign risky assets, domestic bonds, and foreign bonds for an international investors. Specifically, we compare asset allocations between a direct investment...
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ndltd-TW-102NDHU53040012019-05-15T21:32:17Z http://ndltd.ncl.edu.tw/handle/43syvn A Comparison of Package Investment and Direct Investment in an International Portfolio 包裹投資與直接投資在國際投資組合的比較 Chu-Yin Kuo 郭竹吟 碩士 國立東華大學 財務金融學系 102 This study explores optimal decisions of simple international portfolios included domestic risky assets, foreign risky assets, domestic bonds, and foreign bonds for an international investors. Specifically, we compare asset allocations between a direct investment policy and a package investment policy in investors’ portfolios. We suggest that an allocation method for investor’s wealth on the foreign assets or domestic assets is important for international investors, who concern the risks and returns of risky assets and exchange rate. The investment ratios of domestic stocks and foreign stocks for the package investment policy are different to those for the direct investment policy, in some conditions. The asset weight is more stable for the package investment policy in response to the relevant variables; however, the direct investment policy behaves more sensitive on the decision of asset allocations. Jin-Ray Lu 呂進瑞 2014 學位論文 ; thesis 47 |
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碩士 === 國立東華大學 === 財務金融學系 === 102 === This study explores optimal decisions of simple international portfolios included domestic risky assets, foreign risky assets, domestic bonds, and foreign bonds for an international investors. Specifically, we compare asset allocations between a direct investment policy and a package investment policy in investors’ portfolios. We suggest that an allocation method for investor’s wealth on the foreign assets or domestic assets is important for international investors, who concern the risks and returns of risky assets and exchange rate. The investment ratios of domestic stocks and foreign stocks for the package investment policy are different to those for the direct investment policy, in some conditions. The asset weight is more stable for the package investment policy in response to the relevant variables; however, the direct investment policy behaves more sensitive on the decision of asset allocations.
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author2 |
Jin-Ray Lu |
author_facet |
Jin-Ray Lu Chu-Yin Kuo 郭竹吟 |
author |
Chu-Yin Kuo 郭竹吟 |
spellingShingle |
Chu-Yin Kuo 郭竹吟 A Comparison of Package Investment and Direct Investment in an International Portfolio |
author_sort |
Chu-Yin Kuo |
title |
A Comparison of Package Investment and Direct Investment in an International Portfolio |
title_short |
A Comparison of Package Investment and Direct Investment in an International Portfolio |
title_full |
A Comparison of Package Investment and Direct Investment in an International Portfolio |
title_fullStr |
A Comparison of Package Investment and Direct Investment in an International Portfolio |
title_full_unstemmed |
A Comparison of Package Investment and Direct Investment in an International Portfolio |
title_sort |
comparison of package investment and direct investment in an international portfolio |
publishDate |
2014 |
url |
http://ndltd.ncl.edu.tw/handle/43syvn |
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