أثر التنويع الدولي على خصائص المحفظة المالية : دراسة ميدانية لمجموعة من الأسواق المالية خلال الفترة (2010-2013)‎

Abstract EN

The objective of this research is the study the contribution of international diversification in the effective management of the financial portfolios through reducing risk, and realizing a better relationship between return and risk of the portfolio, and the possibility to take advantage of it under the hedging exchange risk .And On this basis, it has been selected and configured a sample study from group of indices in the stock exchanges for the period between 03 / 06 / 2010- 04 / 17 / 2013 where the analysis and statistical are used.

The study concluded that the correlation coefficient and the relative weight of the asset, and hedge exchange risk are key determinants to improve the characteristics of the international portfolio, thus contributing to the effective management of the financial portfolio.