Emerging markets portfolio creating a Latin American portfolio peruvian case study

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dc.contributor.authorLizarzaburu, Edmundo. R.
dc.contributor.authorQuispe Salguero, Julio
dc.contributor.authorBerrocal, Renzo
dc.date.accessioned2022-04-08T13:27:37Z
dc.date.available2022-04-08T13:27:37Z
dc.date.issued2012
dc.description.abstractThe case study seeks to identify the most important issues encountered in developing a new portfolio in a Latin America country, exploring several alternatives which include not only stock and sovereign bonds but also more sophisticate products such as American Depositary Receipt (ADR) or Exchange Traded Fund (ETF) from emerging countries, and determine what are the risks involved in the process following not only Basil III standards, but also the local best practice recommend by the local regulators. The study at the beginning used historical information (normal distribution formulas) of several equities and bonds (n = 142) and then selected five Peruvian instruments (one of this involved at least 25 equities, N = 5, n = 30) and then other 30 (one of this include an ETF, N = 30, n = 55) in order to determine the best return and risk combination for an emerging market portfolio. Besides, the additional objective is to examine and introduce the reader in some statistics formulas used in finance and risk management. Senior management must evaluate the issues associated with the new portfolio and strategy developed.en_EN
dc.formatapplication/pdf
dc.identifier.citationLizarzaburu, E. R., Quispe Salguero, J., & Berrocal, R. (2012). Emerging markets portfolio creating a Latin American portfolio peruvian case study. China-USA Business Review, 11(8), 1031-1050. https://doi.org/10.17265/1537-1514/2012.08.002
dc.identifier.doihttps://doi.org/10.17265/1537-1514/2012.08.002
dc.identifier.urihttps://hdl.handle.net/20.500.12640/2956
dc.language.isoeng
dc.publisherDavid Publisher
dc.publisher.countryUS
dc.relation.ispartofurn:issn:1537-1514
dc.relation.urihttp://www.davidpublisher.com/Public/uploads/Contribute/551513abd0a32.pdf
dc.rightsAttribution-NonCommercial 4.0 International*
dc.rightsinfo:eu-repo/semantics/openAccesses_ES
dc.subjectPortfolio theoryen_EN
dc.subjectSovereign bondsen_EN
dc.subjectSharesen_EN
dc.subjectADRsen_EN
dc.subjectEmerging marketsen_EN
dc.subjectFinancial instrumentsen_EN
dc.subjectTeoría de carterases_ES
dc.subjectBonos soberanoses_ES
dc.subjectAccioneses_ES
dc.subjectADRses_ES
dc.subjectMercados emergenteses_ES
dc.subjectInstrumentos financieroses_ES
dc.subject.ocdehttps://purl.org/pe-repo/ocde/ford#5.02.04
dc.titleEmerging markets portfolio creating a Latin American portfolio peruvian case studyen_EN
dc.typeinfo:eu-repo/semantics/article
dc.type.otherArtículo
dc.type.versioninfo:eu-repo/semantics/publishedVersion
local.author.orcidhttps://orcid.org/0000-0002-8862-5624
local.author.orcidhttps://orcid.org/0000-0001-7615-3781
oaire.citation.endPage1050
oaire.citation.issue8
oaire.citation.startPage1031
oaire.citation.titleChina-USA Business Review
oaire.citation.volume11
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