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Title: International portfolio diversification in the Warsaw stock market during the financial crisis
Author: Prorokowski, Lukasz
ISNI:       0000 0004 2737 394X
Awarding Body: University of Aberdeen
Current Institution: University of Aberdeen
Date of Award: 2012
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This thesis investigates issues relating to international portfolio diversification from the perspective of the Polish stock market in the context of the financial crisis. Beginning with an outline of the functioning of the Polish stock market, the first contribution of the thesis is to consider the risks, benefits and opportunities in this market. Within this context, trading strategies are considered with an emphasis on the impact on risk reduction or return enhancement of initial public offerings. Second, the thesis provides a model which may be relevant for measuring trend durations in equity prices. A third element of the thesis considers the influence of spill-over effects (from the financial crisis) on equity investments in Poland, incorporating country and industry specific factors. Finally, the thesis considers financial crisis contagion and policies that may be relevant for practitioners.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Stock market ; Portfolio management ; International finance