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Real estate as a portfolio risk diversifier
Etebari, Ahmad - In: Investment management and financial innovations 13 (2016) 2, pp. 45-52
Persistent link: https://www.econbiz.de/10011647570
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Effects of Diversification in Risk Reduction : Evidence from Dhaka Stock Exchange
Sarkar, Mokta; Saha, Debashis - 2022
The main purpose of this paper is to especially examine the effect of diversification in both cases like naive … portfolios and differently weighted portfolios and find out in which cases greater diversification effect is obtained. For this … 2014 have been considered. The diversification effect is measured by the number of stocks, regressions of portfolio risk …
Persistent link: https://www.econbiz.de/10013403855
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The hazards of volatility diversification
Alexander, Carol; Korovilas, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009375594
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The myth of diversification : risk factors versus asset classes
Page, Sébastien; Taborsky, Mark A. - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 1-2
Persistent link: https://www.econbiz.de/10009520323
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Easy, breezy, risky : lay investors fail to diversify because correlated assets feel more fluent and less risky
Cornil, Yann; Hardisty, David J.; Bart, Yakov - In: Organizational behavior and human decision processes : … 153 (2019), pp. 103-117
Persistent link: https://www.econbiz.de/10012103216
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Risk taking behaviour and diversification strategies : do financial literacy and financial education play a role?
Cavezzali, Elisa; Gardenal, Gloria; Rigoni, Ugo - In: Journal of financial management, markets and institutions 3 (2015) 1, pp. 121-156
Persistent link: https://www.econbiz.de/10011951415
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Diversification of risk exposure through country mutual funds under alternative investment opportunities
Naka, Atsuyuki; Noman, Abdullah - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 215-227
Persistent link: https://www.econbiz.de/10011792309
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Can real estate investors avoid specific risk?
Baum, Andrew; Colley, Nick - In: Abacus : a journal of accounting, finance and business … 53 (2017) 3, pp. 395-430
Persistent link: https://www.econbiz.de/10011818395
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Uncertainty in the Black-Litterman model : a practical note
Fuhrer, Adrian; Hock, Thorsten - 2019 - Version: July 15, 2019
Deriving an optimal asset allocation for institutional investors hinges crucially on the quality of inputs used in the optimization. If the mean vector and the covariance matrix are known with certainty, the classical mean-variance optimization of Markowitz (1952) produces optimal portfolios....
Persistent link: https://www.econbiz.de/10012042184
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An empirical analysis of risk and return in world stock markets
Malhotra, Davinder Kumar - In: Journal of global business : JGB ; journal of the … 7 (1996) 13, pp. 7-17
Persistent link: https://www.econbiz.de/10001220704