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Optimal stock allocation in specialist markets

Krause, Andreas - In: Research in economics : an international review of economics 59 (2005) 1, pp. 23-39

Persistent link: https://www.econbiz.de/10002691528

Does international diversification really diversify risks?

Iwaisako, Tokuo - In: Journal of the Japanese and international economies : … 16 (2002) 1, pp. 109-134

Persistent link: https://www.econbiz.de/10001696162

An analysis of South-Eastern European stock markets : evidence on cointegration and portfolio diversification benefits

Guidi, Francesco; Uğur, Mehmet - In: Journal of international financial markets, … 30 (2014), pp. 119-136

Persistent link: https://www.econbiz.de/10011293049

Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa

Moss, Todd J. - 2013

index. Sub-Saharan Africa is also part of this trend, but is a notable laggard. For instance, in 2010 the correlation with …

Persistent link: https://www.econbiz.de/10013085160

Asset Allocation in Markets with Contagion : The Interplay between Volatilities, Jump Intensities, and Correlations

Konermann, Patrick - 2013

, a state-dependent diffusion correlation combined with heterogeneity in jump intensities and volatilities can, e …

Persistent link: https://www.econbiz.de/10013092095

BRICH Dynamic Conditional Correlations, Contagion, and Portfolio Diversification Under the Devolatized Returns Concept

Stavroyiannis, Stavros - 2013

Financial liberalization has offered global investors with new investment opportunities via international portfolio diversification. Proper investment planning and portfolio diversification require well specified correlations between the assets under consideration. In this paper we apply the DCC...

Persistent link: https://www.econbiz.de/10013072719

Correlation and Volatility Asymmetries in International Equity Markets : Another Look at the Myth of Diversification

O'Toole, CFA, Randy - 2013

realized correlation and volatility. Using a simple ordinary least squares (OLS) regression framework, correlations are shown …

Persistent link: https://www.econbiz.de/10013075661

The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach

Alqaralleh, Huthaifa; Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167223

CoAnomaly : Correlation Risk in Stock Market Anomalies

Guo, James Tengyu - 2019

pairwise correlation among 34 anomalies, which helps to explain both the time-series and the cross-sectional anomaly return …, CoAnomaly carries a negative price of risk. These return patterns suggest that arbitrageurs take the time-varying correlation …

Persistent link: https://www.econbiz.de/10012900148

The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods

Ma, Baiquan; Ślepaczuk, Robert - 2022

Persistent link: https://www.econbiz.de/10012816711