Impact of foreign exchange risk on investment portfolio performance in Latin American stock indexes
| dc.rights.license | Kūrybinių bendrijų licencija / Creative Commons licence | en_US |
| dc.contributor.author | Arribas, Iván | |
| dc.contributor.author | González-Bueno, Jairo | |
| dc.contributor.author | Guijarro, Francisco | |
| dc.contributor.author | Oliver, Javier | |
| dc.date.accessioned | 2024-04-25T13:15:32Z | |
| dc.date.available | 2024-04-25T13:15:32Z | |
| dc.date.issued | 2016 | |
| dc.identifier.issn | 2029-4441 | en_US |
| dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/154072 | |
| dc.description.abstract | his article aims to analyze whether investing in international assets, and fluctuations in their own currencies, allow the possibility of structuring diversified investment portfolios that would not only maximize the expected return, but also minimize risk. For this,it is evaluated the impact of currency risk on the profitability of investment portfolios in the stock indexes in Argentina, Brazil, Chile, Colombia, Mexico and Peru from the point of view 6 investors (one American and five located in each of these countries) during the period 2002–2014. | en_US |
| dc.format.extent | 10 p. | en_US |
| dc.format.medium | Tekstas / Text | en_US |
| dc.language.iso | en | en_US |
| dc.relation.uri | https://etalpykla.vilniustech.lt/handle/123456789/154000 | en_US |
| dc.rights | Attribution 4.0 International | * |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | * |
| dc.source.uri | https://bm.vilniustech.lt/index.php/verslas/2016/paper/view/16 | en_US |
| dc.subject | exchange rates | en_US |
| dc.subject | financial crisis | en_US |
| dc.subject | stock indexes | en_US |
| dc.subject | volatility and correlation coefficient | en_US |
| dc.subject | forex | en_US |
| dc.subject | financial markets | en_US |
| dc.title | Impact of foreign exchange risk on investment portfolio performance in Latin American stock indexes | en_US |
| dc.type | Konferencijos publikacija / Conference paper | en_US |
| dcterms.accessRights | Laisvai prieinamas / Openly available | en_US |
| dcterms.accrualMethod | Rankinis pateikimas / Manual submission | en_US |
| dcterms.alternative | Finance engineering | en_US |
| dcterms.issued | 2016-05-13 | |
| dcterms.license | CC BY | en_US |
| dc.description.version | Taip / Yes | en_US |
| dc.contributor.institution | Universitat de Valencia | en_US |
| dc.contributor.institution | Universidad Pontificia Bolivariana | en_US |
| dcterms.sourcetitle | 9th International Scientific Conference “Business and Management 2016” | en_US |
| dc.identifier.eisbn | 9786094579219 | en_US |
| dc.identifier.eissn | 2029-929X | en_US |
| dc.publisher.name | Vilnius Gediminas Technical University | en_US |
| dc.publisher.name | Vilniaus Gedimino technikos universitetas | en_US |
| dc.publisher.country | Lithuania | en_US |
| dc.publisher.country | Lietuva | en_US |
| dc.publisher.city | Vilnius | en_US |
| dc.identifier.doi | https://doi.org/10.3846/bm.2016.15 | en_US |
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Except where otherwise noted, this item's license is described as Kūrybinių bendrijų licencija / Creative Commons licence