Search Results - subject:"Portfolio Diversification Benefits"

Minimum variance portfolio in ASEAN-6 stock markets diversification: A Vietnamese perspective

Hoang, Tri M - In: Cogent Business & Management 9 (2022) 1, pp. 1-23

Using daily and monthly MSCI index returns of Association of Southeast Asian Nations (ASEAN) markets for the period 2007 and 2021, this study aims to examine if there are any advantages to diversification in ASEAN markets for Vietnamese investors and if those perks have altered between pre and...

Persistent link: https://www.econbiz.de/10014505534

The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques

Abdullah, Ahmad Monir; Wahab, Hishamuddin Abdul; … - In: Cogent Business & Management 9 (2022) 1, pp. 1-29

This paper aims to investigate the extent of hedging and diversification opportunities available for an Australian investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the Australia-US exchange rate of daily data from 2011 to...

Persistent link: https://www.econbiz.de/10014505734

Minimum variance portfolio in ASEAN-6 stock markets diversification : a Vietnamese perspective

Tri Hoang - In: Cogent business & management 9 (2022) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10014429106

The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques

Ahmad Monir Abdullah; Hishamuddin Abdul Wahab; Mohd … - In: Cogent business & management 17 (2022) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10014444809