possible to identify unique portfolio diversification opportunities for different set of investors bearing different investment … in order to obtain diversification benefit. …

principles of the theory of "developmental state." Implementing import substitution, we should seek to production diversification …

powerful risk decomposition scheme, we show in this study that diversification is improved by the addition of a global risk … benchmark. We build a long-run stationary yield spread decomposition scheme which provides better diversification effect. In …

prosperity for an era beyond oil. Diversification is a relevant strategic imperative for other resource-rich developing countries …

useful treatment to the problems of asset pricing and diversification. Hence, the new approach contained in the post …

selected commodities. Particularly, by incorporating scale dependence, it is able to identify unique portfolio diversification …, it is the other way around. From the point of view of portfolio diversification benefits, our results tend to suggest … that an investor will obtain diversification benefit if his/her investment horizon is below 128 days (as evidenced in the …

deterioration in diversification benefits. Finally, we examine the impacts of financial crises on the conditional correlations and …

diversification, volatility, liquidity and tracking error. This article examines the trade-off relationships. It also defines the …