Search Results - subject:"Diversication"

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Engagement in Asymmetric Markets: Causes and Consequences

Dalgıç, Başak; Fazlıoğlu, Burcu; Gasiorek, Michael - Volkswirtschaftliche Fakultät, … - 2015

This paper contributes to the emprical debate on firm heterogeneity in international trade dealing with the direction of causality from which the performance premium across destination markets originates. For this purpose, we first investigate the selection of firms into markets with asymmetric...

Persistent link: https://www.econbiz.de/10011267846

Hedge Fund Portfolio Diversification Strategies Across the GFC

Allen, David Edmund; McAleer, Michael; Peiris, Shelton; … - Facultad de Ciencias Económicas y Empresariales, … - 2014

a challenging one for the application of diversi_cation and portfolio investment strategies. The analysis features an … of portfolio optimisation analyses: comparing Markowitz with naive diversi_cation, and evaluate the relative e …

Persistent link: https://www.econbiz.de/10011099461

Econometric Analysis of Financial Derivatives: An Overview

Chang, Chia-Lin; McAleer, Michael - Facultad de Ciencias Económicas y Empresariales, … - 2014

One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze. The purpose of this special...

Persistent link: https://www.econbiz.de/10011099462

Hedge Fund Portfolio Diversification Strategies across the GFC

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - Tinbergen Instituut - 2014

This paper features an analysis of the effectiveness of a range of portfolio diversication strategies as applied to a … a challenging one for the application of diversication and portfolio investment strategies. The analysis features an … series of portfolio optimisation analyses: comparing Markowitz with naive diversication, and evaluate the relative …

Persistent link: https://www.econbiz.de/10011268660

A Stochastic Dynamic Model of Trade and Growth: Convergence and Diversi?cation

Chatterjee, Partha; Shukayev, Malik - Development and Policies Research Center (Depocen) - 2013

There is a growing literature that studies the properties of models that combine international trade and neoclassical growth theory, but mostly in a de- terministic setting. In this paper we introduce uncertainty in a dynamic Heckscher-Ohlin model and characterize the equilibrium of a small open...

Persistent link: https://www.econbiz.de/10010700994

Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees

Fergusson, Kevin; Platen, Eckhard - Finance Discipline Group, Business School - 2013

This paper proposes a paradigm shift in the valuation of long term cash-linked annuities and equity-linked annuities with cash-linked guarantees, away from classical no-arbitrage pricing towards pricing under the real world probability measure. In contrast to risk neutral pricing, which is a...

Persistent link: https://www.econbiz.de/10010754093

Business environment, managerial strategies, and the allocation of decision-making authorities in Swiss Firms

Armbruster, Kathrin; Beckmann, Michael - Wirtschaftswissenschaftliches Zentrum, Universität Basel - 2010

introduction of a diversica-tion or an outsourcing strategy, are expected to result in a shift towards a more centralizedor …

Persistent link: https://www.econbiz.de/10009025080

Agricultural Risk Management through Community-Based Wildlife Conservation in Rural Zimbabwe

Muchapondwa, Edwin; Sterner, Thomas - Nationalekonomiska institutionen, Handelshögskolan - 2009

diversi…cation into community-based wildlife conservation are likely to be high only in those rural areas that can sustain …

Persistent link: https://www.econbiz.de/10008509447

Optimal Asset Allocation with Factor Models for Large Portfolios

Pesaran, M.H.; Zaffaroni, P. - Faculty of Economics, University of Cambridge - 2008

This paper characterizes the asymptotic behaviour, as the number of assets gets arbitrarily large, of the portfolio weights for the class of tangency portfolios belonging to the Markowitz paradigm. It is as- sumed that the joint distribution of asset returns is characterized by a general factor...

Persistent link: https://www.econbiz.de/10005113872

Trade policy and risk diversification

Pfeffer, Barbara - 2006

The paper analyses the influence of trade policies on the investment decisions of a representative individual. In particular, the increased uncertainty of future income is considered in the investment behaviour of individuals. The optimal portfolio-decision of a representative working individual...

Persistent link: https://www.econbiz.de/10010271488