Sökning: "Hana Kang"

Hittade 1 uppsats innehållade orden Hana Kang.

  1. 1. Gold During Recessions : A study about how gold can improve the performance of a portfolio during recessions

    Kandidat-uppsats, IHH, Redovisning och finansiering

    Författare :Tobias Helmersson; Hana Kang; Robin Sköld; [2008]
    Nyckelord :Gold; Recessions; Portfolio Allocation; Optimal Portfolio; Minimum Variance Portfolio; Correlation; Return to Risk Ratio; DJIA.;

    Sammanfattning : Problem When choosing topic for this study the economy was on the brink of a recession. Many experts made varying statements regarding this fact, and further readings in this area led us to question: can an in- clusion of gold enhance the performance in an index portfolio dur- ing recessions? And if so, how much should be allocated to gold? Purpose The purpose of this thesis is to look back at the historical price de- velopment of gold and DJIA during recessions in order to find out whether an inclusion of gold can improve a DJIA index portfolio held in today’s recession. LÄS MER