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How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk

Ciciretti, Rocco; Corvino, Raffaele - 2014

analyze the relation between systemic risk and portfolio diversification, highlighting the differences between heterogeneous … and homogeneous diversification. Diversification is generally accepted to be the main tool for reducing idiosyncratic or … portfolio-specific financial risk, but the homogeneous diversification produces also effects on systemic risk. The research …

Persistent link: https://www.econbiz.de/10014180183

How Global is Your Mutual Fund? International Diversification from Multinationals

Demirci, Irem - 2020

corporate diversification. We find that funds with higher indirect international exposure perform better in both the cross … diversification from multinationals reduces the transaction and information costs of investing abroad and captures fund manager skill …

Persistent link: https://www.econbiz.de/10012850014

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

Financial Education, Investor Protection and International Portfolio Diversification

Giofré, Maela - 2017

financial education fosters international diversification, and that its role is particularly pronounced where information …

Persistent link: https://www.econbiz.de/10012975094

Global Asset Allocation in Retirement : Buffett's Advice and a Simple Twist

Estrada, Javier - 2019

Warren Buffett has consistently advised investors to follow a simple approach, diversifying broadly and minimizing costs. In fact, he recommended the trustee that will manage his wife's bequest to stick to a simple 90-10 stock-bond portfolio. Is this a sensible strategy for retirees in general?...

Persistent link: https://www.econbiz.de/10012903090

Bear Factor and Hedge Fund Performance

Ho, Thang; Kagkadis, Anastasios; Wang, George Jiaguo - 2022

We show that a simple and intuitive variable, the return of a bear spread portfolio orthogonalized with respect to the market (H-Bear factor), can serve as an important pillar for explaining the cross-section of hedge fund returns. Low H-Bear exposure funds (bear risk insurance sellers)...

Persistent link: https://www.econbiz.de/10013492397

Are SRI funds conventional funds in disguise or do they live up to their name?

Nitsche, Christin; Schröder, Michael - 2015

In recent years, the socially responsible investing (SRI) industry has become an important segment of international capital markets by incorporating ESG (Environmental, Social and Governance) factors into investment selection and management processes. This study analyses whether SRI mutual funds...

Persistent link: https://www.econbiz.de/10010511288

Are SRI funds conventional funds in disguise or do they live up to their name?

Nitsche, Christin; Schröder, Michael - 2015

Persistent link: https://www.econbiz.de/10010519456

Hedge Fund Politics and Portfolios

DeVault, Luke - 2016

Consistent with the well-documented relation between political orientation and psychological traits, hedge funds' political orientations are related to their portfolio decisions. Relative to politically conservative hedge funds, politically liberal hedge funds exhibit a preference for smaller...

Persistent link: https://www.econbiz.de/10013005528

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