Search Results - subject:"diversification ratio"

Robiyanto, Robiyanto; Nugroho, Bayu Adi; Handriani, Eka; … - In: Cogent Business & Management 10 (2023) 1, pp. 1-20

, Granger causality and diversification ratio from the mean-variance framework. The results showed robust evidence that there …

Persistent link: https://www.econbiz.de/10014527800

Robiyanto, Robiyanto; Nugroho, Bayu Adi; Handriani, Eka; … - In: Cogent business & management 10 (2023) 1, pp. 1-20

, Granger causality and diversification ratio from the mean-variance framework. The results showed robust evidence that there …

Persistent link: https://www.econbiz.de/10014460813

Carmichael, Benoît; Koumou, Gilles Boevi; Moran, Kevin - In: Journal of quantitative economics 21 (2023) 4, pp. 769-802

Persistent link: https://www.econbiz.de/10014518461

Mehta, Navya Jayesh; Yang, Fan - In: Risks : open access journal 10 (2022) 5, pp. 1-26

huge losses for financial institutions. Diversification ratio (DR) measures the degree of diversification using the Value …

Persistent link: https://www.econbiz.de/10013358817

Moran, Kevin; Carmichael, Benoît; Koumou, Gilles Boevi - Centre Interuniversitaire de Recherche en Analyse des … - 2015

that portfolio's RQE can encompass most existing measures, such as the portfolio variance, the diversification ratio, the …

Persistent link: https://www.econbiz.de/10011261636