Portfolio risk of international diversification of Kosovo Pension fund: A historical perspective
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F17%3A63516481" target="_blank" >RIV/70883521:28120/17:63516481 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.11118/actaun201765010237" target="_blank" >http://dx.doi.org/10.11118/actaun201765010237</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.11118/actaun201765010237" target="_blank" >10.11118/actaun201765010237</a>
Alternative languages
Result language
angličtina
Original language name
Portfolio risk of international diversification of Kosovo Pension fund: A historical perspective
Original language description
Finance do not stand on static variables like exact sciences, they are changeable and influenced from human actions. The question where to invest funds, is a crucial task for financial managers. The study aimed at assessing the portfolio risk of different asset managers of the Kosovo Pension and Saving Trust. In general, the assessment has been categorized in two historical perspectives. The first phase is an assessment of the portfolio risk of the fund from 2003 to 2009 and the second phase is from 2003 to 2013. In general, portfolio risk in the second stage has shown a reduction as compared to the first stage. However, the return side shows also a reduction in the second phase than the first one. The overall risk of Kosovo Pension and Saving Trust has been in accepted range. Majority of money have been invested in stocks which automatically exposes huge risk on KPST portfolio, since it is proven that financial markets are not stable and they are prone to asset bubbles.
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
65
Issue of the periodical within the volume
1
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
237-244
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-85015947106