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Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis

Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318

Persistent link: https://www.econbiz.de/10009708114

Value and cost of multinationality : international diversification and real options effects

Song, Sangcheol - In: The international journal of business and finance … 8 (2014) 5, pp. 115-125

Persistent link: https://www.econbiz.de/10010361297

Investment opportunities in Central and Eastern European equity markets : an econometric examination of the risk-return relationships for Western investors

Schröder, Michael - 2000

This study focuses on the diversification benefits of the most developed equity markets of Central and Eastern Europe … (CEE). To evaluate these benefits of diversification we use so-called spanning tests based on a stochastic discount factor …

Persistent link: https://www.econbiz.de/10011444904

ESG for all? : the impact of ESG screening on return, risk, and diversification

Verheyden, Tim; Eccles, Robert G.; Feiner, Andreas - In: Journal of applied corporate finance : JACF 28 (2016) 2, pp. 47-55

Persistent link: https://www.econbiz.de/10011534761

Geographic diversification in Indian banking : assessing the impact on risk and returns

Deb, Joyeeta; Sen, Gautam - In: The IUP journal of bank management : IJBM 15 (2016) 3, pp. 22-35

Persistent link: https://www.econbiz.de/10011550674

Mitigating estimation risk in asset allocation : diagonal models versus 1/N diversification

Stivers, Christopher T.; Sun, Licheng - In: The financial review : the official publication of the … 51 (2016) 3, pp. 403-433

Persistent link: https://www.econbiz.de/10011550915

Does individual-stock skewness/coskewness reflect portfolio risk?

Kim, Thomas - In: Finance research letters 15 (2015), pp. 167-174

Persistent link: https://www.econbiz.de/10011553095

Insights to systematic risk and diversification across a joint probability distribution

Choo, Weihao; De Jong, Piet - In: Insurance / Mathematics & economics 67 (2016), pp. 142-150

Persistent link: https://www.econbiz.de/10011457218

Diversifying the risk through portfolio investment

Anghelache, Gabriela Victoria; Anghelache, Constantin - In: Theoretical and applied economics : GAER review 21 (2014) 9, pp. 7-22

Persistent link: https://www.econbiz.de/10011558132

Problem of multicurrency deposit diversification : three possible approaches to risk accounting

Zhukovskiy, Vladislav I.; Molostvov, Vitaly S.; … - In: International journal of operations and quantitative … 20 (2014) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10010467909