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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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Choosing factors : the international evidence
Grobys, Klaus; Kolari, James W. - In: Applied economics 54 (2022) 6, pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
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The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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Risk sharing from international factor income : explaining cross-country differences
Volosovych, Vadym - In: Applied economics 45 (2013) 10/12, pp. 1435-1459
Persistent link: https://www.econbiz.de/10009718373
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Hard assets : the returns on rare diamonds and gems
Renneboog, Luc; Spaenjers, Christophe - 2011 - This Version: April 2011
This paper examines the investment performance of diamonds and other gems (sapphires, rubies, and emeralds) over the period 1999-2010, using a novel data set of auction transactions. Between 1999 and 2010, the annualized real USD returns for white and colored diamonds equaled 6.4% and 2.9%,...
Persistent link: https://www.econbiz.de/10009126515
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The effectiveness of international diversification : whole markets versus sectors
Moosa, Imad A.; Tawadros, George B.; Hallahan, Terry A. - In: Applied economics 47 (2015) 4/6, pp. 614-622
Persistent link: https://www.econbiz.de/10010464738
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Should emerging market investors buy commodities?
Batten, Jonathan A.; Szilágyi, Péter G.; Wagner, Niklas F. - In: Applied economics 47 (2015) 37/39, pp. 4228-4246
Persistent link: https://www.econbiz.de/10011294620
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Risk forecasting models and optimal portfolio selection
Moreno, David; Marco, Paulina; Olmeda, Ignacio - In: Applied economics 37 (2005) 11, pp. 1267-1281
Persistent link: https://www.econbiz.de/10002993211
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International diversification of investments in climate change mitigation
Springer, Urs - In: Ecological economics : the transdisciplinary journal of … 46 (2003) 1, pp. 181-193
Persistent link: https://www.econbiz.de/10001788569
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Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano; Geman, Hélyette; Romagnoli, Silvia - In: Applied economics 52 (2020) 26, pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456