crisis by evaluating the potential benefits of international diversification in the search for ‘safe havens’. We use stock …

frontier markets in global equity portfolio diversification is clearly less examined. We contribute to the existing literature …

Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the … individual portfolios and later compared to the hypothetical common equity index. The results show diversification benefits …35, FTSE MIB, and FTSE100. In contrast, DAX, MDAX, and CAC40 on average tend to be less diversified. The diversification …

methodology to the 1/N naive diversification strategy, standard shrinkage procedures, and alternative factor model estimation. We …

of international diversification improved substantially but did not return to the levels existing before the crisis. We …

We present a short and pedagogical study about the benefices of geographical diversification …

geographical diversification have been subjected to test. The validation of the said theory has been made via hypothesis testing in …

the first application of stable distributions to real estate portfolio returns provides evidence that diversification … diversification effects in property portfolios, and only to a certain time-dependent extent. The results have strong implications for …