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determine an optimal portfolio of assets given their view on the risks in the economy. The emphasis is on risk management … through portfolio diversification and the use of a simple hedge strategy. The overall aim was to introduce the students to the … basics of portfolio management, as many work in this industry for their industrial placements and when they graduate. The …
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We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets have been chosen as representatives of the developed markets and the emerging markets, respectively, and are of significant interest to long-term investors. We apply a linear...
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