1 / 6

Financial Asset Performance Analysis in Israel: Trends & Risk Assessment 1958-2001

Explore annual inflation, depreciation, asset composition, real returns, and risk-return trade-offs in Israel's financial market from 1958 to 2001. This study covers public asset types, currency dependencies, and efficient frontier analysis across different asset price indexes. Utilize the insights to make informed investment decisions.

Download Presentation

Financial Asset Performance Analysis in Israel: Trends & Risk Assessment 1958-2001

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript


  1. Fig. 1: Annual* Inflation and Depreciation in Israel, 1958-2001 * Dec/ Dec (-1)

  2. Table 1: Composition of Financial Assets of Public, Excl. Common Stock (percent) * In foreign currency & linked to exchange rate.

  3. Table 2: Required Real Returns on Principal Groups of Financial Assets (Avg. 1994-2000)(percent)

  4. Fig. 2: Efficient Frontier for Four Principal Asset Price Indexes Shares Unindexed Market Portfolio FX-Linked CPI-indexed Period: 1996-2000

  5. Fig. 3: Efficient Frontier for Four Principal Asset Price Indexes Shares Unindexed FX-Linked CPI-indexed Brown dots for period: 1/99 – 4/02

  6. U0 O 100% Foreign C B 100% U.S. A Fig. 4: Risk Return Trade-off:Portfolios of U.S. and Foreign Mutual Funds Source: Lewis (1999) Standard Deviation of Wealth

More Related