Similar Search Results

A Disaggregated Analysis of Movements in East Asian Regional Stock Volatility

Sault, Stephen J. - In: Australian Journal of Management 32 (2007) 2, pp. 251-270

In the absence of comprehensive evidence regarding disaggregated volatility and correlations, this paper applies a … levels of volatility and correlations. Further, investors holding this regionally diversified portfolio are rewarded by … reduced correlations during times of increased volatility, highlighting the benefits of wider-reaching diversification. …

Persistent link: https://www.econbiz.de/10010769607

A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets

Cagliesi, Gabriella; Guidi, Francesco - In: International review of financial analysis 74 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10012803928

Operational risk and the Solvency II capital aggregation formula : implications of the hidden correlation assumptions

Cifuentes, Arturo; Charlin, Ventura - In: The journal of operational risk 11 (2016) 4, pp. 23-33

Persistent link: https://www.econbiz.de/10013177176

The Role of Emerging Market in Investment Portfolios

Hallinan, Kelly - 2011

This thesis explores the role of emerging markets in investment portfolios. Could an investment portfolio consisting of emerging market securities have outperformed similar portfolios that did not contain emerging markets over recent years? Gathering data from January 1, 2009 to December 31,...

Persistent link: https://www.econbiz.de/10009430255