This paper aims to empirically verify whether an individual European investor can enhance the diversification of his/her portfolio of financial assets by implementing an equity market neutral strategy. The analysis takes into consideration a typical European investor who has roughly diversified...

Socially responsible investing (SRI) is considered to a greater extent by investors wishing to avoid their savings being used in “unsocial” businesses. Essentially there are two main types of SRI strategy: negative screening and positive investing. The former screens out securities according...

The paper aims at verifying if there still are advantages in diversification inside the Eurozone despite the economic and monetary unification process. The results show unambiguously that notwithstanding the high degree of correlation between the Eurozone stock markets, opportunities for...