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The myth of diversification : risk factors versus asset classes

Page, Sébastien; Taborsky, Mark A. - In: The journal of portfolio management : a publication of … 37 (2010/11) 4, pp. 1-2

Persistent link: https://www.econbiz.de/10009520323

Do taxable REIT subsidiary spell risk for REITs? : an empirical examination

Cardona, Juan C. - In: Journal of property investment & finance 34 (2016) 4, pp. 387-406

Persistent link: https://www.econbiz.de/10011595046

Multi-dimensional portfolio risk and its diversification : a note

Kim, Woohwan; Kim, Youngmin; Kim, Tae-hwan; Bang, Seungbeom - In: Global finance journal 35 (2018), pp. 147-156

Persistent link: https://www.econbiz.de/10012124807

Do heterogeneous beliefs diversify market risk?

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: The European journal of finance 17 (2011) 3/4, pp. 241-258

Persistent link: https://www.econbiz.de/10009155404

An empirical study on the characteristics of K-REITs

Hyun, Jung Won; Park, Sang Beom - In: International journal of economics and finance 8 (2016) 6, pp. 231-236

Persistent link: https://www.econbiz.de/10011495043

Investment innovation trends : factor-based investing

Centineo, Sanja; Centineo, Santo - In: Serbian journal of management : an international … 12 (2017) 1, pp. 65-75

This article shows that it can take a long period of time until research knowledge finds its application in practice and get disseminated as innovation trend. Factor-based investing is such an example. Having its developing roots in the nineties, it took more than two decades until this approach...

Persistent link: https://www.econbiz.de/10011658838

Asset pricing and decarbonization : diversification versus climate action

Hambel, Christoph; Kraft, Holger; Ploeg, Frederick van der - 2020

Persistent link: https://www.econbiz.de/10012202693

How many stocks are sufficient for equity portfolio diversification? : a review of the literature

Zaimovic, Azra; Omanovic, Adna; Arnaut-Berilo, Almira - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-30

diversification is not an easy task as it is impacted by a huge number of different factors: the way systematic risk is measured, the … of the asset features, the model adopted to measure diversification (i.e., equally weighted versus optimal allocation …

Persistent link: https://www.econbiz.de/10012795951

Asset diversification versus climate action

Hambel, Christoph; Kraft, Holger; Ploeg, Frederick van der - 2020

. In the longer run, however, a trade-off between diversification and climate action emerges. We derive the optimal carbon … price, the equilibrium risk-free rate, and risk premia. Climate disasters, which are more likely to occur sooner as … temperature rises, significantly increase risk premia. …

Persistent link: https://www.econbiz.de/10012258563

Asset diversification versus climate action

Hambel, Christoph; Kraft, Holger; Ploeg, Frederick van der - 2020

Persistent link: https://www.econbiz.de/10012229269