whether Shari'ah compliant exchange-traded funds (ETFs) have potential diversification benefits to a volatile portfolio of …

We test whether the diversification of marginal investor affects the underlying firm's cost of equity. We use … investor diversification as the goodness of fit of a benchmark asset pricing model with respect to the investor portfolio …-cost equity portfolio sorted by institutional diversification generates a Carhart alpha of 0.52% (equally-weighted) or 0 …

Correlation (DCC) specifications. DCC model outperforms among others and identifies two diversification opportunities with Mexican …

This paper is the first systematic analysis of the impact of diversification on the performance of private equity funds …. A unique data set allows the exact evaluation of diversification across the dimensions financing stages, industries, and … countries. Very different levels of diversification can be observed across sample funds. While some funds are highly specialized …

The paper examines how loan portfolio diversification drives bank returns, mainly focusing on the conditioning roles of … increased sectoral loan portfolio diversification reduces bank returns, but not all banks are equally affected. Banks that … adopted a business model towards non-interest activities are hurt less from loan portfolio diversification, and bank market …

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual …

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 …