Tesis
URI permanente para esta comunidadhttps://hdl.handle.net/20.500.12640/4147
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Ítem Acceso Abierto Assessment of China's foreign direct investment portfolio(Universidad ESAN, 2017) Shen, Yana; Cáceres, YessicaThe following patterns and trends for China´s FDI were identified from the analysis carried out: 1) China’s FDI portfolio in general is getting more diversified in terms of sectors and destinations. 2) The stability of Sharpe ratio indicates that Chinese FDI portfolio maintains a balanced dynamic between expected return and risk through the studied period. 3) Natural resources related sectors are the principal targets for Chinese FDI investors. 4) State owned enterprises are the mainstay of Chinese outward FDI. 5) China’s FDI shows distinctive characteristics in different markets and regions, in terms of diversification and focused sectors.Ítem Acceso Abierto The impact of transaction costs in portfolio optimization in Peru(Universidad ESAN, 2017) Chavalle, LucThe goal of this thesis is to analyze the behavior of the transaction costs structure in Peru over three dimensions. The first dimension is the the type and number of stocks in the portfolio. The thesis concludes that transaction costs tend to be higher when the portfolio is composed of stocks with small market capitalizations than with stocks with large market capitalizations. The second dimension is the holding period. The thesis concludes that transaction costs tend to decrease when the holding period increases. Also, entry and exit costs corresponding to the period of composing the portfolio and the period of liquidating the portfolio tend to be diluted when the holding period is higher. The third dimension is the trading strategy. The thesis concludes that active trading strategies characterized by a lot of rebalancing face higher transaction costs.
