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Advanced Search Results For "PORTFOLIO diversification"

1 - 10 of 10,420 results for
 "PORTFOLIO diversification"
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Dynamic Interdependence of Systematic Risks in Emerging Markets Economies: A Recursive-Based Frequency-Domain Approach.

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 4/25/2022, p1-19. 19p.

Abstract:We examine the interdependence of systematic risk in twenty emerging market economies. The interdependence structures are performed for subregional and regional categorizations of emerging markets, which have demonstrated financial openness over the ye...

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Portfolio Choice: Familiarity, Hedging, and Industry Bias.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Dec2021, Vol. 56 Issue 8, p2870-2893. 24p.

Abstract:Investors may underdiversify their portfolios by overweighting securities in which they perceive an informational advantage or by underweighting securities to hedge risks outside the portfolio. We investigate underdiversification in institutional portf...

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Large Shareholder Portfolio Diversification and Voluntary Disclosure*.

Publication Type:Academic Journal

Source(s):Contemporary Accounting Research. Dec2021, Vol. 38 Issue 4, p2918-2950. 33p.

Abstract:RÉSUMÉ: Diversification du portefeuille des grands actionnaires et divulgation volontaire Bien que les grands actionnaires aient suffisamment d'influence pour communiquer en privé avec les gestionnaires, la littérature existante fournit des éléments de...

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Multi-Teorik Portföy Optimizasyonu: Oyun Teorisi ile Bir Uygulama.

Publication Type:Academic Journal

Source(s):Balkan & Near Eastern Journal of Social Sciences (BNEJSS). 2022, Vol. 8 Issue 1, p75-83. 9p.

Abstract:Bir asırdır finansın en temel sorunlarından biri olan menkul kıymetlerin alım ve satım konusu pek çok çalışmada incelenmiştir. Finansal varlık yatırımlarında mümkün olan en düşük risk ile en yüksek getiriyi elde etme çabası güdülmüştür. Bunu sağlamanın...

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How Global Is Your Mutual Fund? International Diversification from Multinationals.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Jul2022, Vol. 35 Issue 7, p3337-3372, 36p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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INEFFICIENT STOCK MARKETS AND THEIR IMPLICATIONS IN THE CONTEXT OF EXTREME FINANCIAL EVENTS: A THEORETICAL FRAMEWORK.

Publication Type:Academic Journal

Source(s):Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series. Feb2022, Issue 1, p38-41. 4p.

Abstract:The main objective of this research article is to investigate the concept of inefficient stock markets and their implications in the context of extreme financial events. The presence of correlations in the case of financial asset returns may be caused ...

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Portfolio Diversification Benefits of Malaysia's Stock Indices with Commodities: An Analysis Based on the MGARCH-DCC and Wavelet Techniques.

Publication Type:Academic Journal

Source(s):Jurnal Pengurusan. 2022, Vol. 64, p131-147. 17p.

Abstract:This research examined the potential for diversifying Malaysian Islamic and conventional stock indexes with other commodities, such as crude oil, Bitcoin, and gold, with time-varying differences or investors' varied investment horizons, which researche...

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The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction.

Publication Type:Academic Journal

Source(s):Asia-Pacific Journal of Operational Research. Aug2022, Vol. 39 Issue 4, p1-11. 11p.

Abstract:This paper investigates the potential portfolio diversification between Bitcoin, bonds, equities, and the US dollar. We make use of two approaches for constructing the portfolio. The first is the standard minimum variance approach, and the alternative ...

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Asymptotic analysis of portfolio diversification.

Publication Type:Academic Journal

Source(s):Insurance: Mathematics & Economics. Sep2022, Vol. 106, p302-325. 24p.

Abstract:In this paper, we investigate the optimal portfolio construction aiming at extracting the most diversification benefit. We employ the diversification ratio based on the Value-at-Risk as the measure of the diversification benefit. With modeling the depe...

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Performances of Islamic and conventional equities during the global health crisis: Time-frequency analysis of BRICS+T markets.

Publication Type:Academic Journal

Source(s):Review of Financial Economics. Jul2022, Vol. 40 Issue 3, p259-280. 22p.

Abstract:This study investigates the dynamic linkages and spillover effect between emerging economies (BRICS and Turkey), focusing on global crises, notably the COVID-19 pandemic. The study uses daily frequency data covering the period from 2002M5 to 2021M03. F...

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