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Multifactor funds, which offer factor diversification neatly packaged in one product, have a rather short but poor … performance of multifactor funds relative to two homemade factor diversification strategies, which simply combine single …
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violation can be completely accounted for by a diversification effect, namely a scale relation between the number of sub … diversification consistent with a notion of cumulative corporate competences …
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Over the past three decades, tariff barriers have fallen significantly, leading to an increasing integration of Canadian manufactures into world markets and especially the U.S. market. Much attention has been paid to the effects of this shift at the national scale, while little attention has...
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diversification index to account for complexity, we find robust evidence consistent with mispricing among the most diversified large …
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capital, size, and revenue diversification. Findings regarding these variables seem to connect well with current supervisory …
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We study the value added of automated financial management (AFM) services along two dimensions: diversification and …
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