international diversification. Our approach is motivated by the increasing evidence that size (SMB), book-to-market (HML), and … factor diversification are significant for both in- and out-of-sample periods, and for a realistic range of additional …

Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of … European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the … analysis. We then analyse the risk and diversification in the sovereign bond portfolios of the largest European banks and …

Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of … European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the … analysis. We then analyze the risk and diversification in the sovereign bond portfolios of the largest European banks and …

crisis by evaluating the potential benefits of international diversification in the search for ‘safe havens’. We use stock … Colombia we speculate that this reveals the impact on world financial markets of the demand for cocaine. …

diversification benefits across industries and countries. We document a substantial increase in the number and the market value of … stocks in host countries allows domestic investors to increase their international diversification from home by investing in … investments offers an effective substitute for international diversification, and significantly contributes towards increasing the …

frontier markets in global equity portfolio diversification is clearly less examined. We contribute to the existing literature …

Funds of hedge funds are diversified investment vehicles that provide investors with diversification either across …

asset class and geographic diversification of investment risk in an increasingly flat world …We estimate trends in diversification for equity, debt, and real estate within and across countries. After 2000, we … uncover a marked and near ubiquitous decline in diversification, which coincides with sharply higher levels of investment risk …

We present new international diversification indexes across equity, sovereign debt, and real estate. The indexes reveal … a marked and near ubiquitous decline in diversification potential across asset classes and markets for the post-2000 … well asto technology and communications innovation as proxied by internet diffusion. The decline in diversification …

diversification benefits for investors in developed markets and, especially, some protection in bear markets; the effects on portfolio …