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 …

This paper studies the relationship between portfolio diversification and fund performance, based on an unexplored … focus. Our results suggest that diversification within, but not across industries, associates with higher buyout fund … performance. We do not find a significant relationship between geographical diversification and performance. These results partly …

For a financial portfolio, we suggest a realized measure of diversification benefits, which is based on intraday high … diversification measure and realized portfolio weight. The performance of our approach is evaluated in-sample and out-of-sample. We …

another. Sometimes, earning a substantial return in the stock market seems complicated to implement for an individual investor … model helps find one or several stocks that generate the highest return on a separate step. Applying this model, experiments … returns in these markets has been noticed. In the German market, during the 97-day period, the authors obtained a 1.46 return …

This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk …-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first … order to maximize their expected utility, the risk-averse prefer fixed-income assets over real estate, which, in turn, is …

assumptions alone in measuring risk. Cushioning against risk has always created a plethora of complexities and challenges; hence …, this paper attempts to analyse statistical properties of various risk measures in a not normal distribution and provide a … financial blueprint on how to manage risk. It is assumed that using old assumptions of normality alone in a distribution is not …

behaviour, aiming at investigating the impact of bank equity on the risk and return of Vietnamese commercial banks during the … larger capital buffers tend to take less risk but are less profitable. In addition, the study also finds a non …-linear relationship revealing that bank risk mitigates the effect of bank equity on profitability. Most estimations show strong robustness …

due to the shifting preference towards investment vehicles that position higher on the risk-return curve. Non-listed value …, (2) competitive risk-adjusted performance, and (3) significant portfolio diversification potential in a mixed …-add real estate funds in Japan are one such vehicle. This research develops a comprehensive bespoke benchmark total return …

diversification benefits exist over the long-term, and that both the equity and corporate bonds exhibit positive expected drifts. For … believe our work will open up a new risk investing paradigm for those seeking long-term advantages. …