مجلة الباحث الإقتصادي
Volume 7, Numéro 3, Pages 67-82
2019-12-30
International Market Tracker Funds And Portfolio Performance
Authors : Terfas Djamel Eddine . Samir Cherakrak .
Abstract
This study aims to examine the possibility of accreditation exchange traded funds in an international diversification process, by analyzing weekly data of US and major European market trackers, for a period of ten years from 2009 to 2018. Our findings indicate a strong positive correlation among the domestic US fund and the majority of the European funds. moreover, the US fund was less risky and more efficient in term of performance similarly to the UK fund. For this, the combination of these two funds eventually shows the best blend between risk and return comparing to remaining European funds.
Keywords
exchange traded funds ; international diversification ; markets correlation ; portfolio theory ; funds management
Les articles similaires
Derbali Abdelkader
.
K Elnagar Ahmed
.
Jamel Lamia
.
Ben Ltaifa Monia
.
pages 27-44.
بوعظم وليد
.
بن دعاس زهير
.
ص 61-85.
Chouder A.
.
Guijoan F.
.
Silvestre S.
.
pages 577-586.
Hebbar Aldjia
.
pages 180-190.
Tahi Abderrahmane
.
Djebouri Mohammed
.
pages 833-848.
