Exchange rate risk and international equity portfolio diversification : a South African investor's perspective
Year of publication: |
2021
|
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Authors: | Djemo, Charles Raoul Tchuinkam ; Muteba Mwamba, John ; Manguzvane, Mathias Mandla |
Published in: |
African finance journal. - Cape Town : Africagrowth Institute, ISSN 1605-9786, ZDB-ID 2852153-5. - Vol. 23.2021, 2 (1.12.), p. 36-49
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Subject: | Exchange Rate Risk | International Diversification | Portfolio Selection | Value at Risk | Portfolio-Management | Portfolio selection | Währungsrisiko | Exchange rate risk | Südafrika | South Africa | Wechselkurs | Exchange rate | Portfolio-Investition | Foreign portfolio investment | Risikomaß | Risk measure | Risiko | Risk |
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