diversification is not an easy task as it is impacted by a huge number of different factors: the way systematic risk is measured, the … of the asset features, the model adopted to measure diversification (i.e., equally weighted versus optimal allocation …

diversification strategies and the risk-return tradeoff in banking. Our data set covers Russian banks during the 1999-2006 period and …Conventional wisdom in banking argues that diversification tends to reduce bank risk and improve performance, but the … recent financial crisis suggests that aggressive diversification strategies may have resulted in increased risk taking and …

This paper outlines and applies a methodology for estimating and examining the variation in risk and return for … individual homes. This is important because most households own individual properties and the risk and return profile of each of … average single home. Interestingly, we find that much of the variation in risk and return across properties can be explained …

This study focuses on the diversification benefits of the most developed equity markets of Central and Eastern Europe … (CEE). To evaluate these benefits of diversification we use so-called spanning tests based on a stochastic discount factor …

This study focuses on the diversification benefits of the most developed equity markets of Central and Eastern Europe … (CEE). To evaluate these benefits of diversification we use so-called spanning tests based on a stochastic discount factor …