Optimal Portofolio Choice in the African Financial Market: Nigeria
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- Indbinding:
- Paperback
- Sideantal:
- 276
- Udgivet:
- 5. marts 2018
- Størrelse:
- 150x17x220 mm.
- Vægt:
- 429 g.
- 2-3 uger.
- 25. november 2024
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- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
Beskrivelse af Optimal Portofolio Choice in the African Financial Market: Nigeria
The main purpose of our study is to determine the optimal portfolio choice of investors in the Nigerian Financial Market, in an attempt to see what proportion of their wealth they dedicate to stocks and Fixed Income Securities (FIS) under the financial market context in which they face, in order to see how their decision impact the development of Nigeria financially speaking. To achieve this purpose, Monthly data of an index (S&P BMI) and some Fixed Income Securities (FIS) like the 10 years FGB, T-Bills of 91 days, 12 Months DR, 6 Month DR, 3 Month DR and 1 Month DR have been collected over 7 years (2010-2016) were collected from the Central Bank of Nigeria website and online through the Data Stream Thomas Reuters. The Mean-Variance Approach was therefore used with the aim of determining the optimal portfolio composition of investors in six scenarios, where the S&P BMI was confronted respectively to each of the FIS. Nonetheless, in 70% of the scenarios viewed above the utility function was constant meaning that it was almost not affected by the investors¿ level of risk tolerance and the optimal portfolio was mainly formed by nearly a 100% of Fixed Income Securities.
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