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Impact of macro-economic environment on diversification-performance relationship: A cross country study of India and Japan

Purkayastha, Saptarshi - 2013

relationships between product diversification, business group affiliation and firm performance in two major economies in Asia. India … Rumelt (1974) implicitly assumed that the diversification-performance relationship is consistent, regardless of the macro … macroeconomic environments. Further, studies linking diversification with firm performance have been carried out mainly in …

Persistent link: https://www.econbiz.de/10011807671

Stabilität der Korrelationen bedeutender Anlageklassen

Auckenthaler, Christoph; Skaanes, Stephan - Institut für Schweizerisches Bankwesen <Zürich> - 2003

Seit Begründung der modernen Portfoliotheorie ist bekannt, daß die Portfoliovolatilität im Fall niedriger Korrelationen zwischen den Anlageklassen bei sonst gleich bleibenden Parametern ohne Renditeeinbuße reduziert wird...

Persistent link: https://www.econbiz.de/10005856981

The Quantification of Operational Risk

Leippold, Markus; Vanini, Paolo - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

and numerical methods, we obtain answers concerning capital allocation, network stability, risk ﬁgures, and diversiﬁcation …

Persistent link: https://www.econbiz.de/10005858319

Finance and Efficiency: Do Bank Branching Regulations Matter?

Acharya, Viral V.; Imbs, Jean; Sturgess, Jason - Institut für Schweizerisches Bankwesen <Zürich> - 2007

that financial development has important consequences for efficiency and specialization (or diversification) of investments …

Persistent link: https://www.econbiz.de/10005858336

Trend Derivatives : Pricing, Hedging, and Application to Executive Stock Options

Leippold, Markus; Syz, Jürg - Institut für Schweizerisches Bankwesen <Zürich> - 2005

the decision becomes less relevant. Therefore, trend derivatives offer some time diversification benefits. We show how …

Persistent link: https://www.econbiz.de/10005858740

Portfolio Diversification in Europe

Adjaoute, Kpate; Danthine, Jean-Pierre; Isakov, Dusan - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

diversification of European investors? This is an empirical question that this paper tries to answer by exploring four alternative …

Persistent link: https://www.econbiz.de/10005858760

The Evolutionary Virtue of Diversification

Schenk-Hoppé, Klaus Reiner - Institut für Schweizerisches Bankwesen <Zürich> - 2004

This note shows that an investor who does not hold positive amounts of all available assets is eventually overtaken by a completely diversified rival investor.

Persistent link: https://www.econbiz.de/10005858925

Syndicated Loan Pricing and the 1988 Basel Capital Accord

Gennheimer, Heinrich - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

investigated. I find a deteriorating overall market credit quality that comes along with a regressive international diversification …

Persistent link: https://www.econbiz.de/10005858996

Are practitioners right?On the relative importance of industrial factors in international stock returns

Isakov, Dusan; Sonney, Frederic - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

This paper investigates the relative influences of industrial and country factors in international stock returns. Until very recently, academic research has consistently found that country factors dominate industrial factors. This result is in contradiction with practitioners beliefs. This paper...

Persistent link: https://www.econbiz.de/10005859102

How to diversify internationally?A comparison of conditional and unconditional asset allocation methods

Barras, Laurent; Isakov, Dusan - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

o obtain the maximum benefits from diversification, financial theory suggests that investors should invest …

Persistent link: https://www.econbiz.de/10005859126