international portfolio investments, such as relative market liquidity and relative risk characteristics of assets, are also …

in both developed and emerging markets, measured against a variety of returns and risk-adjusted performance metrics. We …

on combining the cross-section of asset prices with time-series measures of economic and political risk. We employ this … strategy on large databases of historical housing transactions in London, and show that economic and political risk in Southern …

use of model averaging techniques as a way of dealing with the risk of inadvertently using false models in portfolio … management. Evaluation of volatility models is then considered and a simple Value-at-Risk (VaR) diagnostic test is proposed for …

across countries leading to systemic risk .In this Paper, we evaluate whether systemic risk reduces substantially the gains … that, while systemic risk affects the allocation of wealth between the riskless and risky assets, it has a small effect on … international diversification – for an investor with a relative risk aversion of 3 and a horizon of one year, the certainty …