Purpose – The purpose of this paper is to examine the effects of parameter uncertainty in the returns process with regime shifts on optimal portfolio choice over the long run for a static buy-and-hold investor who is investing in industry portfolios. Design/methodology/approach – This paper...

Purpose – The purpose of this paper is to investigate the effect of corporate governance mechanisms on the financial performance of the United Arab Emirates (UAE) listed firms. Design/methodology/approach – Relying on a sample of 95 UAE listed firms affiliated to financial and non-financial...

Purpose – The purpose of this study is to investigate the effects of increased fund commitments on portfolio size and subsequent effects on portfolio success rates. This paper empirically analyzes the changes in average portfolio size over a 20-year time period and how these changes affect the...

Purpose – The purpose of this paper is to investigate the performance of the trade-weighted US dollar from 1973 to 2011 as a result of monetary policy. Design/methodology/approach – Relevant time series variables – the money supply, the federal funds rate, general financial conditions,...

Purpose – The purpose of this paper is to investigate the effect of leverage on Malaysian listed firms' value and the optimal level of debt at which a firm could maximize its value. Design/methodology/approach – The authors employ an advanced panel threshold regression estimation developed...