Sökning: "Tobias Engberg"

Hittade 1 uppsats innehållade orden Tobias Engberg.

  1. 1. Time-Varying Correlation and the Benefits of Cross-Asset Class Diversification

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Tobias Lideus; Rikard Engberg; [2013]
    Nyckelord :Correlation; Diversification; Investment Management; Corporate bonds; Sharpe ratio;

    Sammanfattning : In this thesis, return data on the US stock and corporate bond markets together with gold and WTI-Crude Oil prices over the period 1987 - 2012 were used to examine the time-varying correlations and benefits from cross-asset class diversification. It concludes that correlations vary distinctly over time and an all-equity investor benefit from having positions in the bond market, as investment grade bonds have shown a generally low or negative correlation with the stock market during crises. LÄS MER