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A diversification framework for multiple pairs trading strategies

Lee, Kiseop; Leung, Tim; Ning, Boming - In: Risks : open access journal 11 (2023) 5, pp. 1-18

diversification within our proposed framework. …

Persistent link: https://www.econbiz.de/10014333526

Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic

Abuzayed, Bana; Al-Fayoumi, Nedal - In: Applied economics 55 (2023) 36, pp. 4228-4238

Persistent link: https://www.econbiz.de/10014299624

Unveiling outperformance : a portfolio analysis of top ai-related stocks against IT indices and robotics ETFs

Karoui, Ali Trabelsi; Sayari, Sonia; Dammak, Wael; … - In: Risks : open access journal 12 (2024) 3, pp. 1-21

In this study, we delve into the financial market to compare the performance of prominent AI and robotics-related stocks against traditional IT indices, such as the Nasdaq, and specialized AI and robotics ETFs. We evaluate the role of these stocks in diversifying portfolios, analyzing their...

Persistent link: https://www.econbiz.de/10014497423

Asset Allokation - Kunst als Anlageklasse?

Schneider, Patrick - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003158752

Internationale Portfoliodiversifikation und "home bias" aus Sicht deutscher Anleger

Szczecki, Błażej - 2002

Persistent link: https://www.econbiz.de/10003333170

Internationale Diversifikation in den Portfolios deutscher Kapitalanleger : Theorie und Empirie

Lapp, Susanne - 2001

Persistent link: https://www.econbiz.de/10001609952

Regularized maximum diversification investment strategy

Koné, N'Golo - In: Econometrics : open access journal 9 (2021) 1/1, pp. 1-23

The maximum diversification has been shown in the literature to depend on the vector of asset volatilities and the … diversification ratio. In empirical and Monte Carlo experiments, the resulting regularized rules are compared to several strategies …

Persistent link: https://www.econbiz.de/10012404600

Is the international diversification potential diminishing? : foreign equity inside and outside the US

Lewis, Karen K. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003732658

Wein als alternative Anlageform : Beimischung von Weininvestments in das Aktienportfolio als Diversifikationsstrategie vor dem Hintergrund der Portfoliotheorie

Engelskirchen, Christof - In: Finanz-Betrieb : FB ; Zeitschrift für … 8 (2006) 4, pp. 263-270

Persistent link: https://www.econbiz.de/10003330571

The myth of international diversification

Moosa, Imad A.; Al-Deehani, Talla - In: Economia internazionale 62 (2009) 3, pp. 383-406

Persistent link: https://www.econbiz.de/10003887714