Search Results - subject:"Portfolio diversification"

Multiscale partial correlation clustering of stock market returns

Michis, Antonis A. - In: Journal of Risk and Financial Management 15 (2022) 1, pp. 1-22

portfolio diversification. The proposed procedure is demonstrated using all the major S&P 500 sector indices as well as precious …

Persistent link: https://www.econbiz.de/10013201328

The BRI: Trade integration and stock market synchronization. A review of empirical findings

Heß, Alexander; Hindermann, Christoph Michael - 2022

of particular interest to investors who wish to profit from the BRI while minimizing their risk through portfolio … diversification. Our results show that there is plenty of supporting evidence that the stock markets of China and the BRI economies …

Persistent link: https://www.econbiz.de/10013272158

Co-Movement, portfolio diversification, investors' behavior and psychology: Evidence from developed and emerging countries' stock markets

Sahabuddin, Mohammad; Tabash, Mosab I.; Anagreh, Suhaib; … - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-15

emerging countries' stock markets for better asset allocation and portfolio diversification strategies. The results show that a … for the grabbing of portfolio diversification benefits from the emerging countries' stock markets. These findings give … some interesting insights to policymakers, investors and fund managers for portfolio diversification and risk management …

Persistent link: https://www.econbiz.de/10014332520

Minimum variance portfolio in ASEAN-6 stock markets diversification: A Vietnamese perspective

Hoang, Tri M - In: Cogent Business & Management 9 (2022) 1, pp. 1-23

Using daily and monthly MSCI index returns of Association of Southeast Asian Nations (ASEAN) markets for the period 2007 and 2021, this study aims to examine if there are any advantages to diversification in ASEAN markets for Vietnamese investors and if those perks have altered between pre and...

Persistent link: https://www.econbiz.de/10014505534

The impact of diversification on bank stability in India

Chandramohan, Krishnan; Lunawat, CA Dipti; Lunawat, CA Ajay - In: Cogent Business & Management 9 (2022) 1, pp. 1-13

We study the concurrent impact of functional, geographic and loan portfolio diversification on the stability of … three dimensions of diversification, namely; functional, geographic and loan-portfolio diversification, improve bank … resilience. Our findings encourage policymakers and top management to pursue strategic functional, geographic and loan-portfolio …

Persistent link: https://www.econbiz.de/10014505598

The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques

Abdullah, Ahmad Monir; Wahab, Hishamuddin Abdul; … - In: Cogent Business & Management 9 (2022) 1, pp. 1-29

This paper aims to investigate the extent of hedging and diversification opportunities available for an Australian investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the Australia-US exchange rate of daily data from 2011 to...

Persistent link: https://www.econbiz.de/10014505734

Country-based investing with exchange rate and reserve currency

Galvani, Valentina - 2022

Persistent link: https://www.econbiz.de/10013166523

South Africa : the financial sector-sovereign nexus

Hesse, Heiko; Miyajima, Ken - 2022

Globally, financial institutions have increased their holdings of domestic sovereign debt, tightening the linkage between the health of the financial system and the level of sovereign debt, or the "financial sector-sovereign nexus," during the ongoing COVID-19 pandemic. In South Africa, the...

Persistent link: https://www.econbiz.de/10013170007

The home bias and the local bias : a survey

Gaar, Eduard; Scherer, David; Schiereck, Dirk - In: Management review quarterly 72 (2022) 1, pp. 21-57

Persistent link: https://www.econbiz.de/10012818073

Back to the roots: ancestral origin and mutual fund manager portfolio choice

Ammann, Manuel; Cochardt, Alexander Elmar; Straumann, Simon - 2022

We exploit variation in the ancestries of U.S. equity mutual fund managers to show that ancestry affects portfolio decisions. Controlling for fund firm location, we find that funds overweight stocks from their managers’ ancestral home countries in their non-U.S. portfolio by 132 bps or 20.34%...

Persistent link: https://www.econbiz.de/10012873672