Sector Portfolios across The Crisis and Risk Behaviour

Francesco Spessato & Simone Guzzo

Studenteropgave: Semesterprojekt

Abstrakt

This paper investigates about the financial sector’s trend before and after the financial crisis 2007-2008 in the United States of America. Starting from the construction of a portfolio composed by 56 firms belonged to this sector, we provide an explanation about the influence that banks and financial businesses have on the other sectors. This research verifies also if the financial sector had likely the worst reaction to the crisis. Furthermore, building two portfolios consisting of 7 firms each by information technology and industrial sectors (from S&P 500), we supply an overview about the reaction to the crisis. Another aspect we will explore is the influence of the leverage on American’s firms, starting from other paper’s assumptions.

UddannelserVirksomhedsstudier, (Bachelor/kandidatuddannelse) Bachelor el. kandidat
SprogEngelsk
Udgivelsesdato18 dec. 2012
VejledereJohannes Kabderian Dreyer

Emneord

  • Sector Portfolios
  • Finance