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dc.contributor.authorMilinov, Valentin
dc.contributor.authorPavlov, Tsvetan
dc.date.accessioned2017-03-07T06:55:38Z
dc.date.available2017-03-07T06:55:38Z
dc.date.issued2016
dc.identifier.issn0323-9004
dc.identifier.urihttp://hdl.handle.net/10610/3093
dc.description.abstractThe article examines the equity home bias puzzle and the "Dogs of the Dow" dividend strategy under conditions of the Bulgarian capital market. It was found out that local investors hold 74.1% of their portfolios in domestic stocks, although ICAPM suggests weight of 0.007%, and the "Dogs of the Dow" strategy generates annual risk-adjusted hyper-profitability of 11.18%. Following the dividend strategy, combined with good international diversification provides good opportunities to improve portfolio performance.bg_BG
dc.language.isoenbg_BG
dc.publisherАИ "Ценов"bg_BG
dc.relation.ispartofseries2;6
dc.subjectmarket efficiencybg_BG
dc.subjectinternational diversificationbg_BG
dc.subjectequity home biasbg_BG
dc.subjectdividend puzzlebg_BG
dc.subjectthe "Dogs of the Dow" strategybg_BG
dc.titleOPPORTUNITIES TO IMPROVE THE PORTFOLIO PERFORMANCE BASED ON DIVIDEND STRATEGIES AND EQUITY HOME BIASbg_BG
dc.typeArticlebg_BG


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