across aggregate equity, fixed income and exchange rates over the period 2007-2020. We show how the factor structure of asset … asset portfolios, with a particular focus on the volatility of these portfolios and their systematic risk exposure …. Interestingly, the ability to diversify country asset-specific risk and hedge systematic risk is greatly reduced during the peak of …

Background: In making investment decisions, asset risk and return are two crucial criteria on which investors base … their decision. Objectives: This paper provides risk and return analysis and compares different traditional and alternative … estate, foreign exchange, cryptocurrencies, renewable energy sources, gold, and oil. Methods/Approach: The risk measures of …