Narrow search
Showing 1 - 5 of 5
Cover Image
Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market
Kräussl, Roman; Elsland, Niels van - Center for Financial Studies - 2008
circumstances art should be included in an optimal portfolio for diversification purposes. …
Persistent link: https://www.econbiz.de/10010986441
Cover Image
Multiple-bank lending: Diversification and free-riding in monitoring
Cerasi, Vittoria; Daltung, Sonja - Center for Financial Studies - 2004
of greater diversification in terms of higher monitoring dominates the costs of free-riding and duplication of efforts …
Persistent link: https://www.econbiz.de/10010986458
Cover Image
Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Schmidt, Daniel - Center for Financial Studies - 2003
In this article, we investigate risk return characteristics and diversification benefits when private equity is used as … investments. When the portfolio size is increased from 15 to 200 there are few marginal risk diversification effects on the one …
Persistent link: https://www.econbiz.de/10010958618
Cover Image
Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Schmidt, Daniel - Center for Financial Studies - 2004
In this article, we investigate risk return characteristics and diversification benefits when private equity is used as … investments. When the portfolio size is increased from 15 to 200 there are few marginal risk diversification effects on the one …
Persistent link: https://www.econbiz.de/10005022456
Cover Image
Multiple-bank lending: diversification and free-riding in monitoring
Carletti, Elena; Cerasi, Vittoria; Daltung, Sonja - Center for Financial Studies - 2004
benefit of greater diversification in terms of higher monitoring dominates the costs of free-riding and duplication of efforts …
Persistent link: https://www.econbiz.de/10005138839