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Diversificating the Undiversified Mutual Fund World
Moreno, David - 2016
well in terms of diversification even for those investors worried about the alpha of funds. The benefits of diversification …
Persistent link: https://www.econbiz.de/10013008281
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Diversification in Funds of Hedge Funds : Is it Possible to Overdiversify?
Brown, Stephen J. - 2011
(FOFs). In this paper we examine a new database that separates out for the first time the effects of diversification (the … variance reducing effects of diversification peter out once FOFs hold more than 20 underlying hedge funds. Yet the majority of … FOFs are more diversified than this. We find a new and surprising result that this excess diversification actually …
Persistent link: https://www.econbiz.de/10013134528
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International Diversification with Factor Funds
Eun, Cheol S. - 2015
international diversification. Our approach is motivated by the increasing evidence that size (SMB), book-to-market (HML), and … factor diversification are significant for both in- and out-of-sample periods, and for a realistic range of additional …
Persistent link: https://www.econbiz.de/10013038773
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Diversification Strategies and the Performance of Funds of Hedge Funds
Dai, Na - 2019
Funds of hedge funds are diversified investment vehicles that provide investors with diversification either across …
Persistent link: https://www.econbiz.de/10012905988
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Performance of International and Global Equity Mutual Funds : Do Country Momentum and Sector Momentum Matter?
Breloer, Bernhard - 2014
This is the first paper analyzing the impact of index momentum factors on the performance of international and global equity funds. Extending an international, index-based version of the Fama and French (1993) three-factor model by adding the factors of country momentum and sector momentum, we...
Persistent link: https://www.econbiz.de/10013067838
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Integrated Global Asset Management : Quantitative Country ETF Trading Strategy
Aguilar, Arturo - 2020
This paper unveils the processes for building a country's trading strategy that can outperform the MSCI Indexes and on the factor basis. By exploring the belief and experimenting with the structure in place, there seems to be enough room to build a quantitative investment strategy that generates...
Persistent link: https://www.econbiz.de/10012837713
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The Active World of Passive Investing
Easley, David - 2020
We investigate the new reality of exchange-traded funds (ETFs). We show that many ETFs are active investments in form (designed to generate alpha) or function (serve as building blocks of active portfolios). The median ETF has an Activeness Index of 93.1%. Active-in-form ETFs have positive...
Persistent link: https://www.econbiz.de/10012851764
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Innovative Kapitalanlage-Konzepte : ART, Behavioral Finance, Hedge Funds, Neue Märkte, Private Equity, Venture Capital
Hehn, Elisabeth (ed.) - 2000
Persistent link: https://www.econbiz.de/10001459414
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That's Where the Money Was : Foreign Bias and English Investment Abroad, 1866-1907
Chabot, Benjamin Remy - 2009
better quantify the historical benefits of international diversification and revisit the question of whether British … increased his investment in new British industry at the expense of foreign diversification would have been worse off. The …
Persistent link: https://www.econbiz.de/10013159054
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The color of government money : do investors differently value the investment of sovereign wealth funds?
Urban, Dariusz - In: E-Finanse : finansowy kwartalnik internetowy 13 (2017) 1, pp. 25-34
The article aims at pointing out the differences in market reactions regarding the announcement of an investment of selected Sovereign Wealth Funds in companies listed on the London Stock Exchange. The research sample consists of 796 market transactions made by four selected Sovereign Wealth...
Persistent link: https://www.econbiz.de/10011756751