This paper is the first systematic analysis of the impact of diversification on the performance of private equity funds …. A unique data set allows the exact evaluation of diversification across the dimensions financing stages, industries, and … countries. Very different levels of diversification can be observed across sample funds. While some funds are highly specialized …

The paper examines how loan portfolio diversification drives bank returns, mainly focusing on the conditioning roles of … increased sectoral loan portfolio diversification reduces bank returns, but not all banks are equally affected. Banks that … adopted a business model towards non-interest activities are hurt less from loan portfolio diversification, and bank market …

multiple strategies offers sizable diversification benefits. Our rule leverages these benefits and compares favorably to eleven …

Oil is perceived as a good diversification tool for stock markets. To fully understand this potential, we propose a new … to competing models. Employing a recently proposed conditional diversification benefits measure that considers higher …-order moments and nonlinear dependence from tail events, we document decreasing benefits from diversification over the past ten …

By estimating the correlation coefficients values we compare in this study the diversification potential of the … evidence on changing correlation patterns, which means varying diversification potential of different assets. We note that … equities ; commodities ; diversification benefits …

expected to come with substantial benefits stemming from diversification among conceptually different sources of pension income …

Hedging market downturns without sacrificing upside has long been sought by investors. If VIX was directly investable …

. Previous studies have shown the diversification benefits of real estate investment for stock portfolio. This paper aims to … examine whether the real estate funds can provide diversification benefits for stock investors. The data for stock return and … diversification benefit in term of hedge or safe haven for real estate fund in Thailand. However, the average beta of real estate fund …

portfolio's diversification across the given sector. We employed regression analysis to analyze diversification across each ETF …