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Is Gold a Sometime Safe Haven or an Always Hedge for Equity Investors? A Markov-Switching CAPM Approach for US and UK Stock Indices

He, Zhen - 2018

This paper re-examines gold's role as a tool for investors to manage their portfolio risk. We begin by assessing gold … UK and US equity indices. Next, we apply a Markov-Switching CAPM to assess whether two distinct states exist between gold … one state matches the definition of a Safe Haven from the literature. Using this new approach, we find that gold is …

Persistent link: https://www.econbiz.de/10012911678

Behavioural asset pricing : a review

Nanayakkara, N. S.; Pulukkuttige Don Nimal; Banda, Y. … - In: International journal of economics and financial issues … 9 (2019) 4, pp. 101-108

Persistent link: https://www.econbiz.de/10012150122

Foundations of finance : portfolio decisions and securities prices

Fama, Eugene F. - 1976

Persistent link: https://www.econbiz.de/10000091877

Optimal value and growth tilts in long-horizon portfolios

Jurek, Jakub W.; Viceira, Luis M. - 2006

Persistent link: https://www.econbiz.de/10003287868

CAPEX excellence : optimizing fixed asset investments

Hansen, Hauke (contributor) - 2009

Persistent link: https://www.econbiz.de/10003818815

Expected returns to stock investments by angel investors in groups

DeGennaro, Ramon P.; Dwyer, Gerald P. <jun.> - 2010

Angel investors invest billions of dollars in thousands of entrepreneurial projects annually, far more than the number of firms that obtain venture capital. Previous research has calculated realized internal rates of return on angel investments, but empirical estimates of expected returns have...