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International Diversification with Factor Funds

Eun, Cheol S. - 2015

international diversification. Our approach is motivated by the increasing evidence that size (SMB), book-to-market (HML), and … factor diversification are significant for both in- and out-of-sample periods, and for a realistic range of additional …

Persistent link: https://www.econbiz.de/10013038773

Financial integration in the EU28 equity markets : measures and drivers

Michela, Nardo; Elisa, Ossola; Evangalia, Papanagiotou - 2020

impact idiosyncratic volatility. High market integration is associated with decreasing diversification benefit. During crisis …

Persistent link: https://www.econbiz.de/10012299177

A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets

Cagliesi, Gabriella; Guidi, Francesco - In: International review of financial analysis 74 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10012803928

Financial integration in the EU28 equity markets : measures and drivers

Nardo, Michela; Ossola, Elisa; Papanagiotou, Evangelia - In: Journal of financial markets 57 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013188745

Exploring marketing orientation in integrated Islamic schools

Shaikh, Ayesha Latif; Kazmi, Syed Hasnain Alam - In: Journal of Islamic marketing 13 (2022) 8, pp. 1609-1638

Persistent link: https://www.econbiz.de/10013279006

International diversification and industry-related labor income risk

Fugazza, Carolina; Giofré, Maela; Nicodano, Giovanna - In: International review of economics & finance : IREF 20 (2011) 4, pp. 764-783

Persistent link: https://www.econbiz.de/10009303856

How should individual investors diversify? : an empirical evaluation of alternative asset allocation policies

Jacobs, Heiko; Müller, Sebastian; Weber, Martin - In: Journal of financial markets 19 (2014), pp. 62-85

Persistent link: https://www.econbiz.de/10010442420

Country selection strategies based on quality

Zaremba, Adam - In: Managerial finance 41 (2015) 12, pp. 1336-1356

Persistent link: https://www.econbiz.de/10011504225

The power of equity factor diversification

Carl, Ulrich - In: Essays in equity portfolio management, (pp. 97-146). 2016

Alle Kapitel dieser Doktorarbeit beleuchten das Thema Aktienfaktoren, allerdings aus unterschiedlichen Perspektiven. Das zentrale Ziel ist es, zum Verständnis von einigen der ältesten und anerkanntesten Aktienfaktoren beizutragen. Das dritte Kapitel analysiert die Diversifikationseigenschaften...

Persistent link: https://www.econbiz.de/10011575897

International diversification versus domestic diversification : mean-variance portfolio optimization and stochastic dominance approaches

Abid, Fathi; Leung, Pui-lam; Mroua, Mourad; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 7 (2014) 2, pp. 45-66

examine preferences for international diversification versus domestic diversification from American investors’ viewpoints. Our … PO results imply that the domestic diversification strategy dominates the international diversification strategy at a …

Persistent link: https://www.econbiz.de/10011553184