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A mean-variance diagnosis of the financial crisis : international diversification and safe havens
Eptas, Alexander; Leger, Lawrence A. - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 97-117
crisis by evaluating the potential benefits of international diversification in the search for ‘safe havens’. We use stock …
Persistent link: https://www.econbiz.de/10011556006
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The Curious Case of Portfolio Selection : Analysis of Correlations and Diversification over Time
Oskay, Bora - 2018
Persistent link: https://www.econbiz.de/10012913510
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The changing role of emerging and frontier markets in global portfolio diversification
Pätäri, Eero; Ahmed, Sheraz; John, Elena; Karell, Ville - In: Cogent economics & finance 7 (2019) 1, pp. 1-23
frontier markets in global equity portfolio diversification is clearly less examined. We contribute to the existing literature …
Persistent link: https://www.econbiz.de/10014233132
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Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes
Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16
Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the … individual portfolios and later compared to the hypothetical common equity index. The results show diversification benefits …35, FTSE MIB, and FTSE100. In contrast, DAX, MDAX, and CAC40 on average tend to be less diversified. The diversification …
Persistent link: https://www.econbiz.de/10013277308
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International Investment in Equities and Geographical Diversification (English Version)
Leblanc, Matthieu - 2011
We present a short and pedagogical study about the benefices of geographical diversification …
Persistent link: https://www.econbiz.de/10013127770
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Mind the Gap : Inequality and Diversification
White, James - 2020
Understanding the origins of wealth inequality is critical in the debate over what, if anything, to do about it. In this note, we propose a simple model which is still rich enough to reproduce observed patterns of wealth inequality. We call it the Concentrated Asset Betting (CAB) model. A key...
Persistent link: https://www.econbiz.de/10012846162
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Limits to Diversification : Tail Risks in Real Estate Portfolios
Stein, Michael - 2019
the first application of stable distributions to real estate portfolio returns provides evidence that diversification … diversification effects in property portfolios, and only to a certain time-dependent extent. The results have strong implications for …
Persistent link: https://www.econbiz.de/10012904251
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Quantitative Analysis of Modern Portfolio Theory for Diversification of Risk
Yadav, Himanshu - 2012
geographical diversification have been subjected to test. The validation of the said theory has been made via hypothesis testing in …
Persistent link: https://www.econbiz.de/10013102156
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¿Se ha diversificado el Sistema de Capitalización Individual en América Latina? Un análisis de entropía como medida de diversificación bajo un enfoque de Raíces Unitarias de Panel...
Ramirez Silva, Roberto - 2013
El presente trabajo analiza si los Sistemas de Capitalización Individual en América Latina se han diversificado en conjunto, bajo la evidencia de pruebas de Raíces Unitarias de Panel de Datos, no obstante con las diferencias que existen entre los mismo países de estudio tales como...
Persistent link: https://www.econbiz.de/10013085016
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Diversification among cryptoassets : Bitcoin maximalism, active portfolio management, and survival biass
Sun, Weizhi; Krištoufek, Ladislav - 2021
literature, and the general perception of diversification benefits within cryptomarkets mostly builds on popular beliefs. The …
Persistent link: https://www.econbiz.de/10012650668