International market tracker funds and portfolio performance

Joint Authors

Tirfas, Jamal al-Din
Shirakrak, Samir

Source

Economic Researcher Review

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