International market tracker funds and portfolio performance
Joint Authors
Tirfas, Jamal al-Din
Shirakrak, Samir
Source
Issue
Vol. 7, Issue 12 (31 Dec. 2019), pp.67-82, 16 p.
Publisher
University of 20 August 1955 Skikda Faculty of Economic Commerce and Management Sciences
Publication Date
2019-12-31
Country of Publication
Algeria
No. of Pages
16
Main Subjects
Economics & Business Administration
Abstract EN
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.
American Psychological Association (APA)
Tirfas, Jamal al-Din& Shirakrak, Samir. 2019. International market tracker funds and portfolio performance. Economic Researcher Review،Vol. 7, no. 12, pp.67-82.
https://search.emarefa.net/detail/BIM-933721
Modern Language Association (MLA)
Tirfas, Jamal al-Din& Shirakrak, Samir. International market tracker funds and portfolio performance. Economic Researcher Review Vol. 7, no. 12 (Dec. 2019), pp.67-82.
https://search.emarefa.net/detail/BIM-933721
American Medical Association (AMA)
Tirfas, Jamal al-Din& Shirakrak, Samir. International market tracker funds and portfolio performance. Economic Researcher Review. 2019. Vol. 7, no. 12, pp.67-82.
https://search.emarefa.net/detail/BIM-933721
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 81-82
Record ID
BIM-933721