Analysis of trade dependence and correlation of market returns to hedge portfolio risk
The project examines the relationship between trade interdependency and correlation of market returns between the United States and the four emerging economies of Singapore, Malaysia, Thailand and the Philippines. The author analyzed statistical data for trade interdependency and market return to de...
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ndltd-csusb.edu-oai-scholarworks.lib.csusb.edu-etd-project-40722019-10-23T03:34:28Z Analysis of trade dependence and correlation of market returns to hedge portfolio risk Zeise, Carl Eric The project examines the relationship between trade interdependency and correlation of market returns between the United States and the four emerging economies of Singapore, Malaysia, Thailand and the Philippines. The author analyzed statistical data for trade interdependency and market return to determine if there is a pattern that would provide the basis for increasing the return of a security portfolio without increasing the risk to the investor. The project analysis relied on mathematical formulas to measure the trade relationships between the selected countries and to calculate the measure of return and measure of risk of investing in each emergent market. 2006-01-01T08:00:00Z text application/pdf https://scholarworks.lib.csusb.edu/etd-project/3036 https://scholarworks.lib.csusb.edu/cgi/viewcontent.cgi?article=4072&context=etd-project Theses Digitization Project CSUSB ScholarWorks Foreign Investments Foreign exchange market Securities Investment analysis Commerce Foreign exchange market Investment analysis Investments Foreign Securities. Finance and Financial Management |
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Foreign Investments Foreign exchange market Securities Investment analysis Commerce Foreign exchange market Investment analysis Investments Foreign Securities. Finance and Financial Management |
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Foreign Investments Foreign exchange market Securities Investment analysis Commerce Foreign exchange market Investment analysis Investments Foreign Securities. Finance and Financial Management Zeise, Carl Eric Analysis of trade dependence and correlation of market returns to hedge portfolio risk |
description |
The project examines the relationship between trade interdependency and correlation of market returns between the United States and the four emerging economies of Singapore, Malaysia, Thailand and the Philippines. The author analyzed statistical data for trade interdependency and market return to determine if there is a pattern that would provide the basis for increasing the return of a security portfolio without increasing the risk to the investor. The project analysis relied on mathematical formulas to measure the trade relationships between the selected countries and to calculate the measure of return and measure of risk of investing in each emergent market. |
author |
Zeise, Carl Eric |
author_facet |
Zeise, Carl Eric |
author_sort |
Zeise, Carl Eric |
title |
Analysis of trade dependence and correlation of market returns to hedge portfolio risk |
title_short |
Analysis of trade dependence and correlation of market returns to hedge portfolio risk |
title_full |
Analysis of trade dependence and correlation of market returns to hedge portfolio risk |
title_fullStr |
Analysis of trade dependence and correlation of market returns to hedge portfolio risk |
title_full_unstemmed |
Analysis of trade dependence and correlation of market returns to hedge portfolio risk |
title_sort |
analysis of trade dependence and correlation of market returns to hedge portfolio risk |
publisher |
CSUSB ScholarWorks |
publishDate |
2006 |
url |
https://scholarworks.lib.csusb.edu/etd-project/3036 https://scholarworks.lib.csusb.edu/cgi/viewcontent.cgi?article=4072&context=etd-project |
work_keys_str_mv |
AT zeisecarleric analysisoftradedependenceandcorrelationofmarketreturnstohedgeportfoliorisk |
_version_ |
1719275484742680576 |