Narrow search
Showing 1 - 10 of 30,815
Cover Image
Investigation of the feasibility of including different cryptocurrencies in the investment portfolio for its diversification
Juškaitė, Lina; Gudelytė-Žilinskienė, Laura - In: Business, mangagement and economics engineering : BMEE 20 (2022) 1, pp. 172-188
Purpose - the main aim of this article is to identify cryptocurrencies suitable for investment and portfolio … inclusion of Bitcoin, Etherium and Dogecoin in the investment portfolio of S&P500, Euro Stoxx 50, DAX and CAC 40 indexes could … be considered. Terra could be an interesting investment when considering the benefits of diversification. Research …
Persistent link: https://www.econbiz.de/10013348770
Cover Image
Cryptocurrencies As an Asset Class? An Empirical Assessment
Bianchi, Daniele - 2020
I empirically investigate some of the key features of cryptocurrency returns and volatilities such as their relationship with traditional asset classes, as well as the main driving factors behind market activity. The main empirical results suggest that while there is a mild relationship between...
Persistent link: https://www.econbiz.de/10012853374
Cover Image
Investing in Crises
Baron, Matthew; Laeven, Luc; Pénasse, Julien; Usenko, … - 2021
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2016. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find that returns of equity and other asset classes often underperform following...
Persistent link: https://www.econbiz.de/10013242872
Cover Image
Investing in Crises
Baron, Matthew; Laeven, Luc; Pénasse, Julien; Usenko, … - 2021
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2018. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find returns of equity and other asset classes generally underperform after banking...
Persistent link: https://www.econbiz.de/10013227328
Cover Image
Global Finance Liquidity Risk Revisited : JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset Classes
Malhotra, Yogesh - 2022
, equities, commodities, fixed income, bonds, currencies.Analyzed market risk, credit risk, ALM risk, portfolio risk, investment …
Persistent link: https://www.econbiz.de/10013405318
Cover Image
Investing in crises
Baron, Matthew; Laeven, Luc; Pénasse, Julien; Usenko, … - 2021
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2018. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find returns of equity and other asset classes generally underperform after banking...
Persistent link: https://www.econbiz.de/10012518234
Cover Image
Inflation, Business Cycles, and Commodity Investing in Financialized Markets
Zaremba, Adam - 2015
Financialization of commodity markets has been a broadly discussed topic in recent years. However, its implications for commodity investors have not yet been fully explored. This paper concentrates on the macroeconomic determinants of commodity returns in financialized and non-financialized...
Persistent link: https://www.econbiz.de/10013034279
Cover Image
Downside Risk Control and Optimal Investment Turnover Around Financial Crises
Tian, Ruilin - 2018
This paper investigates tactical investment strategies for investors to survive financial crises. Compared with the buy …
Persistent link: https://www.econbiz.de/10012923331
Cover Image
What are the benefits of globally invested mutual funds? : evidence from statistical arbitrage models
Grobys, Klaus - In: Journal of applied finance & banking 2 (2012) 1, pp. 1-27
Even though correlations between different economies' stock markets have empirically increased over time, it would have been advantageously to invest in developing countries' stock markets such as the Indian stock market, instead of investing in the US-stock market when considering the overall...
Persistent link: https://www.econbiz.de/10009539880
Cover Image
Multivariate Dependence Risk and Portfolio Selection : An Application to International Stock Portfolio
Simo-Kengne, Beatrice - 2016
This study analyses the risk dependence of international stock portfolio based on three risk metrics, namely, the portfolio expected return, CVaR, and the Sharp ratio. The portfolio is optimised under both multivariate GARCH models (DCC and GO-CARCH) and the copula approaches (Student t...
Persistent link: https://www.econbiz.de/10012980838