Narrow search
Showing 1 - 10 of 242
Cover Image
The downside risk of heavy tails induces low diversification
Hyung, Namwon; Vries, Casper G. de - 2010
diversification against the benefits in terms of the standard deviation of the returns. Suppose a safety first investor cares about …
Persistent link: https://www.econbiz.de/10011381335
Cover Image
Portfolio diversification effects of downside risk
Hyung, Namwon; Vries, Casper G. de - 2004 - Rev.
the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case of fat …
Persistent link: https://www.econbiz.de/10011343318
Cover Image
How does the stock market value bank diversification? : empirical evidence from Japanese banks
Sawada, Michiru - In: Pacific-Basin finance journal 25 (2013), pp. 40-61
Persistent link: https://www.econbiz.de/10010346757
Cover Image
Is diversification always optimal?
Humphrey, Jacquelyn E.; Benson, Karen; Low, Rand Kwong Yew - In: Pacific-Basin finance journal 35 (2015) 2, pp. 521-532
Persistent link: https://www.econbiz.de/10011543400
Cover Image
Global risk exposures and industry diversification with Shariah-compliant equity sectors
Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 35 (2015) 2, pp. 499-520
Persistent link: https://www.econbiz.de/10011540670
Cover Image
International diversification with American depository receipts (ADRs)
Kabir, M. Humayun; Hassan, M. Kabir; Maroney, Neal - In: Pacific-Basin finance journal 19 (2011) 1, pp. 98-114
Persistent link: https://www.econbiz.de/10009271747
Cover Image
Costly information, diversification and international mutual fund performance
Engström, Stefan - In: Pacific-Basin finance journal 11 (2003) 4, pp. 463-482
Persistent link: https://www.econbiz.de/10001802275
Cover Image
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen; Asghar, Nadia; Kang, Sang Hoon - In: Pacific-Basin finance journal 61 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Cover Image
Asset diversification and bank performance : evidence from three Asian countries with a dual banking system
Chen, Naiwei; Liang, Hsin-Yu; Yu, Min-Teh - In: Pacific-Basin finance journal 52 (2018), pp. 40-53
Persistent link: https://www.econbiz.de/10012035598
Cover Image
Owners' portfolio diversification and internal capital allocation
Chi, Yung-Ling - In: Pacific-Basin finance journal 71 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10014513713