Date of Award
2006
Document Type
Project
Degree Name
Master of Business Administration
Department
College of Business and Public Administration
First Advisor
Vaziri, Mo
Second Advisor
Rohm, Tapie
Third Advisor
Sarwar, Ghulum
Abstract
The project examines the relationship between trade interdependency and correlation of market returns between the United States and the four emerging economies of Singapore, Malaysia, Thailand and the Philippines. The author analyzed statistical data for trade interdependency and market return to determine if there is a pattern that would provide the basis for increasing the return of a security portfolio without increasing the risk to the investor. The project analysis relied on mathematical formulas to measure the trade relationships between the selected countries and to calculate the measure of return and measure of risk of investing in each emergent market.
Recommended Citation
Zeise, Carl Eric, "Analysis of trade dependence and correlation of market returns to hedge portfolio risk" (2006). Theses Digitization Project. 3036.
https://scholarworks.lib.csusb.edu/etd-project/3036
