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This paper aims to empirically verify whether an individual European investor can enhance the diversification of his … the long term risk-return profile of a conventional asset allocation. The diversification benefits are realizable even …
Persistent link: https://www.econbiz.de/10013086058
portfolio's diversification across the given sector. We employed regression analysis to analyze diversification across each ETF …
Persistent link: https://www.econbiz.de/10012905492
frontier markets in global equity portfolio diversification is clearly less examined. We contribute to the existing literature …
Persistent link: https://www.econbiz.de/10014233132
This paper reviews the role of benchmark-driven investments in EM local bond markets. We provide an overview of how key EM bond benchmark indices are constructed, how they affect the behavior of investment funds, and what are the likely implications for capital flows and policy-making. Several...
Persistent link: https://www.econbiz.de/10013315100
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This paper investigates the diversification prospects which may be reaped when investing in a mixture of emerging and … diversification potential and therefore risk reduction. Yet, the latter may be counterbalanced by the fact that emerging markets … that emerging markets have offered diversification potential. However we also find evidence of features which make it more …
Persistent link: https://www.econbiz.de/10013157817
This paper examines the benefits of regionally and globally diversified portfolios from the perspective of investors holding domestic-only portfolios from different Asia-Pacific countries. Three groups of regional portfolio are constructed, with sorting based on relative strength ranking...
Persistent link: https://www.econbiz.de/10012905553
) countries offer attractive long-term growth and diversification potential. However, investors must balance these possible …
Persistent link: https://www.econbiz.de/10013037766
Mechanical positive-feedback rebalancing of Leveraged and Inverse Exchange Traded Funds (LETFs) resembles the portfolio insurance strategies, which contributed to the stock market crash of October 19, 1987 (Brady Report, 1988). I show that a 1% increase in stock indexes induces LETFs to...
Persistent link: https://www.econbiz.de/10013064877