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Are the gains from international portfolio diversification exaggerated? The influence of downside risk in bear markets

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Volatility spillovers between stock, bond, oil, and gold with portfolio implications : evidence from China

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Institutional investors and home bias in Europ's capital markets union

Darvas, Zsolt M.; Schoenmaker, Dirk - 2017

Integrated capital markets facilitate risk sharing across countries. Lower home bias in financial investments is an indicator of risk sharing. We highlight that existing indicators of equity home bias in the literature suffer from incomplete coverage because they consider only listed equities....

Persistent link: https://www.econbiz.de/10011613999