Impact of foreign exchange risk on investment portfolio performance in Latin American stock indexes | Zendy

Iván Arribas | Zendy; Jairo González-Bueno | Zendy; Francisco Guijarro | Zendy; Javier Oliver | Zendy

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Impact of foreign exchange risk on investment portfolio performance in Latin American stock indexes

Author(s) -

Iván Arribas,

Jairo González-Bueno,

Francisco Guijarro,

Javier Oliver

Publication year - 2016

Publication title -

deleted journal

Language(s) - English

Resource type - Conference proceedings

DOI - 10.3846/bm.2016.15

Subject(s) - profitability index , portfolio , currency , latin americans , stock exchange , portfolio investment , risk–return spectrum , foreign direct investment , stock (firearms) , business , foreign portfolio investment , structuring , foreign exchange risk , investment (military) , financial economics , economics , monetary economics , return on investment , finance , geography , open ended investment company , macroeconomics , linguistics , philosophy , archaeology , production (economics) , politics , political science , law

This article aims to analyze whether investing in international assets, and fluctuations in theirown currencies, allow the possibility of structuring diversified investment portfolios that would not onlymaximize the expected return, but also minimize risk. For this,it is evaluated the impact of currency risk onthe profitability of investment portfolios in the stock indexes in Argentina, Brazil, Chile, Colombia, Mexicoand Peru from the point of view 6 investors (one American and five located in each of these countries)during the period 2002–2014.

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