Similar Search Results

How many stocks are sufficient for equity portfolio diversification? : a review of the literature

Zaimovic, Azra; Omanovic, Adna; Arnaut-Berilo, Almira - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-30

diversification is not an easy task as it is impacted by a huge number of different factors: the way systematic risk is measured, the … of the asset features, the model adopted to measure diversification (i.e., equally weighted versus optimal allocation …

Persistent link: https://www.econbiz.de/10012795951

Frictional costs of diversifications : how many CTAs make a diversified portfolio?

Scherer, Bernd - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 86-98

Persistent link: https://www.econbiz.de/10010209495

Institutional ownership, diversification, and riskiness of bank holding companies

Deng, Saiying; Elyasiani, Elyas; Jia, Jingyi - In: The financial review : the official publication of the … 48 (2013) 3, pp. 385-415

Persistent link: https://www.econbiz.de/10009782129

International equity asset classes in the Turkish fund industry

Inci, Ahmet Can; Saraoglu, Hakan - In: Emerging markets finance & trade : a journal of the … 47 (2011) 4, pp. 96-114

Persistent link: https://www.econbiz.de/10009316910

Towards greater diversification in central bank reserves

Brière, Marie; Mignon, Valérie; Oosterlinck, Kim; … - 2015

Persistent link: https://www.econbiz.de/10011714511

Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145

Last frontier investments : the case of Alpine wines

Masset, Philippe; Weisskopf, Jean-Philippe; Fauchery, … - In: Journal of wine economics 15 (2020) 2, pp. 181-206

Persistent link: https://www.econbiz.de/10012307634

Diversification and fund performance : an analysis of buyout funds

Huss, Matthias; Steger, Daniel - In: Journal of risk and financial management : JRFM 13 (2020) 6/136, pp. 1-16

This paper studies the relationship between portfolio diversification and fund performance, based on an unexplored …, which allows measuring the concentration of the fund portfolios towards individual companies, industrial, and geographical … focus. Our results suggest that diversification within, but not across industries, associates with higher buyout fund …

Persistent link: https://www.econbiz.de/10012309185

The diversification effect of defense business on risk and return

Zhong, Ke; Cao, Yong; Liao, Kun - In: Quarterly journal of finance & accounting : QJFA 58 (2020) 1/2, pp. 33-66

Persistent link: https://www.econbiz.de/10012288686

The dependence of the cost of capital on degree of diversification

Popovic, Zoran; Paunovic, Mihailo - In: Montenegrin journal of economics 14 (2018) 1, pp. 53-67

Persistent link: https://www.econbiz.de/10012264294