Diversifiering mot tillväxtländer utifrån en svensk investerares perspektiv
The purpose of this thesis is to examine a Swedish investor’s possibility to diversify into Emerging markets. This is done by investigate if correlations between Sweden and 24 Emerging markets is higher in bear market than during other market conditions. In the next step a multi index model is used to check if volatility affects correlation between the markets. Finally four ex ante portfolios were