Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of … European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the … analysis. We then analyse the risk and diversification in the sovereign bond portfolios of the largest European banks and …

Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of … European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the … analysis. We then analyze the risk and diversification in the sovereign bond portfolios of the largest European banks and …

diversification. Research methodology - the methodology of empirical research includes methods of scientific literature analysis … be considered. Terra could be an interesting investment when considering the benefits of diversification. Research … such benefit of cryptocurrencies highlighted in research is diversification. Originality/Value - the novelty of the study …

crisis by evaluating the potential benefits of international diversification in the search for ‘safe havens’. We use stock …

documented that diversification among risky assets in a particular country leads to risk reduction, but the potential gains are … limited due to high correlations within an economy. Therefore, international portfolio diversification, primarily in stocks … contracts to the international dimension. The findings lend support to the arguments in favor of international diversification …

diversification using mean-variance and higher-moments frameworks and tests their significance across a broad spectrum of stocks in 63 … and frontier-market indexes yield higher benefits. Finally, diversification benefits existed during the 2000-2003 and 2007 …

(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 …

By employing leverage to gain more exposure to stocks when young, individuals can achieve better diversification across …

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 …

Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of … European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the … analysis. We then analyse the risk and diversification in the sovereign bond portfolios of the largest European banks and …