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How many stocks are sufficient for equity portfolio diversification? : a review of the literature

Zaimovic, Azra; Omanovic, Adna; Arnaut-Berilo, Almira - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-30

diversification is not an easy task as it is impacted by a huge number of different factors: the way systematic risk is measured, the … of the asset features, the model adopted to measure diversification (i.e., equally weighted versus optimal allocation …

Persistent link: https://www.econbiz.de/10012795951

ICT adoption and stock market development in Africa : an application of the panel ARDL bounds testing procedure

Igwilo, Jerry Ikechukwu; Sibindi, Athenia Bongani - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-15

The nexus between Information Communication Technology (ICT) and stock market development has been predominantly based on studies of the developed markets and high-income economies of the world. The objective of this study was to examine the causal relationship between ICT adoption and stock...

Persistent link: https://www.econbiz.de/10012799415

Global FDI inflow and its implication across economic income groups

Joshua, Udi; Rotimi, Mathew Ekundayo; Sarkodie, Samuel … - In: Journal of risk and financial management : JRFM 13 (2020) 11/291, pp. 1-15

Foreign direct investment (FDI) as a driver of growth is important in today´s globalized economy. It is extremely difficult for economies to grow sustainably without economic interactions outside their borders. However, there has been a debate on the impact of FDI inflow on economic expansion....

Persistent link: https://www.econbiz.de/10012388218

Attempt to resolve the momentum effect enigma : proposition of investors' progressive rationality

Zoghlami, Faten - In: The journal of asset management 14 (2013) 4, pp. 255-266

Persistent link: https://www.econbiz.de/10010237896

The state-dependent time variation in the value premium

Sharaiha, Yazid M.; Johansson, Kristoffer Kittilsen - In: The journal of asset management 15 (2014) 2, pp. 150-161

Persistent link: https://www.econbiz.de/10010384768

No arbitrage conditions and expected returns when assets have different β's in up and down markets

Xu, Peter; Pettit, R. Richardson - In: The journal of asset management 15 (2014) 1, pp. 62-71

Persistent link: https://www.econbiz.de/10010370069

Down-side risk metrics as portfolio diversification strategies across the global financial crisis

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Journal of risk and financial management : JRFM 9 (2016) 2, pp. 1-18

This paper features an analysis of the effectiveness of a range of portfolio diversification strategies, with a focus … on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures … a subsequent one-year investment hold out period, to analyse a naive 1/N diversification strategy and to contrast its …

Persistent link: https://www.econbiz.de/10011543960

Jensen alpha and market climate

Breloer, Bernhard; Hühn, Hannah Lea; Scholz, Hendrik - In: The journal of asset management 17 (2016) 3, pp. 195-214

Persistent link: https://www.econbiz.de/10011485148

The real-life performance of market timing with moving average and time-series momentum rules

Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278

Persistent link: https://www.econbiz.de/10010476240

Modeling manager confidence in forecasted excess returns under active portfolio management

Birge, John R.; Chávez-Bedoya, Luis - In: The journal of asset management 15 (2014) 6, pp. 353-365

Persistent link: https://www.econbiz.de/10010476259