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Is home bias biased? : new evidence from the investment fund sector
Lambert, Claudia; Molestina Vivar, Luis; Wedow, Michael - 2024
development and familiarity (language and distance) are considered key determinants for home bias. The literature neglects however … for this misclassification. First, we find substantially smaller home bias estimates compared to those in the literature …. Second, the explanatory power of plausible home bias determinants is lower than previously documented. Third, familiarity …
Persistent link: https://www.econbiz.de/10014526644
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Global Asset Allocation in Retirement : Buffett's Advice and a Simple Twist
Estrada, Javier - 2019
Warren Buffett has consistently advised investors to follow a simple approach, diversifying broadly and minimizing costs. In fact, he recommended the trustee that will manage his wife's bequest to stick to a simple 90-10 stock-bond portfolio. Is this a sensible strategy for retirees in general?...
Persistent link: https://www.econbiz.de/10012903090
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Is commodity index investing profitable?
Fethke, Tobias; Prokopczuk, Marcel - 2018
Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first generation commodity indices are outperformed by enhanced indices. Second generation indices provide...
Persistent link: https://www.econbiz.de/10011879959
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What are investors afraid of? : finding the big bad wolf
Alemanni, Barbara; Uberti, Pierpaolo - In: International Journal of Financial Studies : open … 7 (2019) 3/42, pp. 1-12
The aim of financial institutions and regulators is to find an effective way to measure the risk profile of different segments of investors. Both economists and psychologists developed several methodologies to elicit and assess individual risk attitude, but these are not perfect and show several...
Persistent link: https://www.econbiz.de/10012039641
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The Active World of Passive Investing
Easley, David - 2020
We investigate the new reality of exchange-traded funds (ETFs). We show that many ETFs are active investments in form (designed to generate alpha) or function (serve as building blocks of active portfolios). The median ETF has an Activeness Index of 93.1%. Active-in-form ETFs have positive...
Persistent link: https://www.econbiz.de/10012851764
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Dynamics Among Global Asset Portfolios : Investors’ Benefits from Advanced vs. Emerging Markets
Bratis, Theodore D. - 2016
Under the context of the US and EMU financial and debt crisis we investigate the portfolio asset diversification and assess risk for a core pool of advanced (US/Eurozone/UK/Japan) markets enriched by emerging financial markets represented by BRIC (Brazil, Russia, India, China). Specifically we...
Persistent link: https://www.econbiz.de/10012993990
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CAPITALIST MANIFESTO : How Index Funds Work, Why Ordinary Investors Should Invest in Index Funds, and What to Expect from Index Fund Managers
Booth, Richard A. - 2022
The proposition that a prudent investor should be diversified is widely accepted if not incontrovertible for ordinary investors – investors who have no reasonable expectation of influencing company management or business policy. Indeed, fiduciary duty requires that trustees and other...
Persistent link: https://www.econbiz.de/10013298149
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New Investment Avenue - Gold Exchange Traded Funds (GETFs)
Trivedi, Jigna C. - 2021
Gold is the world’s oldest international currency and an important element of global monetary reserves. Gold ETF (GETF) is one of the smart way of buying the gold in paper form. The study is an attempt to explore the concept of GETF with primary and secondary information. As a part of the...
Persistent link: https://www.econbiz.de/10013211038
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The Gold Exposure of Institutional Investors
Baur, Dirk G.; Hoang, Lai T.; Casavecchia, Lorenzo - 2021
What is the optimal weight of gold in an investment portfolio? Suggestions range from 0% to more than 20%, but there is no study that systematically investigates this issue. We analyze the gold holdings (gold ETFs) of institutional investors based on 13-F filings and find that 30% of all...
Persistent link: https://www.econbiz.de/10014351799