Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the … construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs … individual portfolios and later compared to the hypothetical common equity index. The results show diversification benefits …

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 …

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 …

these stocks in diversifying portfolios, analyzing their return potential and risk profiles. Our analysis includes various … investment scenarios, focusing on common AI-related stocks in the United States. We explore the influence of risk management …