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Volatility, Time Varying Correlation and International Portfolio Diversification : An Empirical Study of Australia and Emerging Markets

Gupta, Rakesh - 2010

This paper examines the changing correlations between the equity returns of Australia and the emerging equity markets … that the correlations between Australia's equity return and emerging markets' equity returns, represented by the respective …

Persistent link: https://www.econbiz.de/10013152875

Equity fund performance : can momentum be explained by the pricing of idiosyncratic volatility?

Liu, Bin; Di Iorio, Amalia; De Silva, Ashton - In: Studies in economics and finance 33 (2016) 3, pp. 359-376

Persistent link: https://www.econbiz.de/10011722529

Can global bond fund managers generate alpha using currency volatility?

Konstantinov, Gueorgui - In: International journal of bonds and derivatives 1 (2014) 2, pp. 111-133

Persistent link: https://www.econbiz.de/10011312444

Stock market performance and pension fund investment policy : rebalancing, free float, or market timing?

Bikker, Jacob A.; Broeders, Dirk; Dreu, Jan de - 2007

Persistent link: https://www.econbiz.de/10003596362

Stock market performance and pension fund investment policy : rebalancing, free float, or market timing?

Bikker, Jacob A.; Broeders, Dirk W. G. A.; Dreu, J. de - In: International journal of central banking : IJCB 6 (2010) 2, pp. 53-79

Persistent link: https://www.econbiz.de/10008651095

Dynamic simulation of pension funds' portfolio

Liutvinavicius, Marius; Sakalauskas, Virgilijus - In: Business information systems workshops : BIS 2012 …, (pp. 69-80). 2012

Persistent link: https://www.econbiz.de/10009664072

Asset-liability management for pension funds in a time-varying volatility environment

Vrontos, Spyridon D.; Vrontos, Ioannis D.; … - In: The journal of asset management 14 (2013) 5, pp. 306-333

Persistent link: https://www.econbiz.de/10010237937

Performance of Chilean pension funds investments abroad 2010 - 2014

Balbontín, Renato; Blanch, Rodrigo - In: The international journal of business and finance … 10 (2016) 1, pp. 53-67

Persistent link: https://www.econbiz.de/10011383679

Pension plans' funded status volatility and corporate credit risk

Chen, Tsung-Kang; Tseng, Yijie; Lin, Ruey-Ching - In: Accounting and business research 54 (2024) 2, pp. 190-223

Persistent link: https://www.econbiz.de/10014576856

Portfolio management for insurers and pension funds and COVID-19 : targeting volatility for equity, balanced, and target-date funds with leverage constraints

Bao Doan; Reeves, Jonathan J.; Sherris, Michael - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 78-101

Persistent link: https://www.econbiz.de/10014519970

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