ASYMMETRY IN RISK AND RETURN FLUCTUATIONS AS A FACTOR DRIVING INTERNATIONAL PORTFOLIO INVESTMENTS IN CRISIS PERIODS

ASYMMETRY IN RISK AND RETURN FLUCTUATIONS AS A FACTOR DRIVING INTERNATIONAL PORTFOLIO INVESTMENTS IN CRISIS PERIODS

The asymmetry between risk and return in developed, emerging and frontier market groups is discovered. Internal and structural asymmetry concepts are developed. A method of estimating structural asymmetry which comes down to calculating a standard deviation of marginal percentage returns in differen...

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Bibliographic Details
Main Author: Pavlo Dziuba
Format: Article
Language:English
Published: Consilium LLC 2017-01-01
Series:European Cooperation
Subjects:
international portfolio investments
global portfolio liabilities
developed markets
emerging markets
frontier markets
risk and return asymmetry
international investment position
pattern of risk and return structural asymmetry
Online Access:http://we.clmconsulting.pl/index.php/we/article/view/265

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http://we.clmconsulting.pl/index.php/we/article/view/265

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