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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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On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
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Relationship of public farmland and timberland REITs with their private equity counterparts and selected asset classes
Baral, Srijana; Mei, Bin - In: Agricultural finance review 83 (2023) 1, pp. 186-200
Persistent link: https://www.econbiz.de/10013552633
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Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
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Bitcoin and liquidity risk diversification
Ghabri, Yosra; Guesmi, Khaled; Zantour, Ahlem - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...
Persistent link: https://www.econbiz.de/10012305145
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An analysis of diversification benefits of commodity futures using Markov regime-switching approach
Jaiswal, Ritika; Uchil, Rashmi - In: Afro-Asian Journal of Finance and Accounting : AAJFA 8 (2018) 1, pp. 20-47
Persistent link: https://www.econbiz.de/10011933965
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Output value risk for commodity producers : the uncertain benefits of diversification
Merener, Nicolas; Steglich, Maria Eugenia - In: World development : the multi-disciplinary … 101 (2018), pp. 322-333
Persistent link: https://www.econbiz.de/10011976114
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The risk-reversal premium
Hull, Blair; Sinclair, Euan - In: The journal of investment strategies 11 (2022) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
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Geographic dependence and diversification in house price returns : the role of leverage
Heinen, Andréas; Kim, Mi Lim; Hamadi, Malika - In: Journal of financial econometrics 22 (2024) 1, pp. 297-334
Persistent link: https://www.econbiz.de/10014526319