Lambert, Marie-Josée (1998) Performance measurement and attribution of international equity portfolios : a practical model for Canadian investors. Masters thesis, Concordia University.
The wide availability of international equity funds creates a need for evaluating international equity performance in an intelligent and appropriate way which distinguishes between funds with different missions and investment policies and practices. However, as research into international equity portfolio performance attribution is still in its infancy, there does not seem to be a general consensus on the overall framework or approach which should be taken to evaluate the performance of international equity portfolios. With a solid theoretical foundation drawn from existing research, this thesis sets out to develop a workable, intuitive and useful performance attribution and risk measurement framework for international equity portfolios. The framework presented is then used to evaluate the performance of a Canadian-based international equity portfolio yielding results which would be of particular interest to its sponsors. This thesis then gives suggestions for future research and concludes by stating that attribution and risk measurement practices for international equity portfolios are sure to become even more refined as interest in globally diversified portfolios continues to increase.
|Divisions:||Concordia University > John Molson School of Business|
|Item Type:||Thesis (Masters)|
|Pagination:||v, 56 leaves ; 29 cm.|
|Degree Name:||Theses (M.Sc.Admin.)|
|Program:||Faculty of Commerce and Administration|
|Thesis Supervisor(s):||Brodt, Abraham|
|Deposited By:||Concordia University Libraries|
|Deposited On:||27 Aug 2009 17:13|
|Last Modified:||08 Dec 2010 15:16|
Repository Staff Only: item control page
Downloads per month over past year