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International diversification and global credit risk: a methodology for portfolio building
| dc.contributor.author | Martín Bujack, Karin Alejandra Irene | es-ES |
| dc.contributor.author | Corzo Santamaría, María Teresa | es-ES |
| dc.contributor.author | Figuerola Ferretti Garrigues, Isabel Catalina | es-ES |
| dc.date.accessioned | 2018-05-29T22:26:37Z | |
| dc.date.available | 2018-05-29T22:26:37Z | |
| dc.date.issued | 31/05/2018 | es_ES |
| dc.identifier.issn | 1698-5117 | es_ES |
| dc.identifier.uri | http://hdl.handle.net/11531/27070 | |
| dc.description | Artículos en revistas | es_ES |
| dc.description.abstract | credi risk and portfolio diversification | es-ES |
| dc.description.abstract | Credit risk has recently been identified as a cause of declining international diversification capacity; in this paper we offer an alternative methodology to create an equity portfolio with exposure to global credit risk and controlled market risk. Following the factor decomposition methodology, we reduce a sample of the biggest international companies to a portfolio composed by just 11 stocks, representing different risk factors, which show high diversification in terms of systematic risk and a risk-return binomial comparable to benchmark international equity indices | en-GB |
| dc.format.mimetype | application/pdf | es_ES |
| dc.language.iso | en-GB | es_ES |
| dc.rights | es_ES | |
| dc.rights.uri | es_ES | |
| dc.source | Revista: Universia Business Review, Periodo: 3, Volumen: 58, Número: 1, Página inicial: 1, Página final: 30 | es_ES |
| dc.subject.other | Behavioral Finance y alternativas a la teoría financiera clásica - Finanzas Cuantitativas | es_ES |
| dc.title | International diversification and global credit risk: a methodology for portfolio building | es_ES |
| dc.type | info:eu-repo/semantics/article | es_ES |
| dc.description.version | info:eu-repo/semantics/publishedVersion | es_ES |
| dc.rights.holder | no existe acceso a versión final | es_ES |
| dc.rights.accessRights | info:eu-repo/semantics/restrictedAccess | es_ES |
| dc.keywords | diversificación, riesgo global de crédito, inversiones, riesgo de mercado | es-ES |
| dc.keywords | diversification, global credit risk, investments, market risk, Credit Default Swap. | en-GB |
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