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Measuring the Performance of Commodity Futures as a Risk Management Tool and Diversification Strategy of Hedge Funds Portfolio

Guirguis, Michel - 2021

This article aims at measuring the performance of commodity futures as a risk management tool and diversification … futures offer better diversification strategy and display positive performance figures …

Persistent link: https://www.econbiz.de/10013232475

Diversification, Risk Management, Mutual Fund Industry and the Derivatives Market

Guirguis, Michel - 2021

, attain professional management, increase diversification, and most importantly achieve superior returns.That means that the …

Persistent link: https://www.econbiz.de/10013232512

Strategy diversification : combining momentum and carry strategies within a foreign exchange portfolio

Olszweski, Francis; Zhou, Guofu - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 311-320

Persistent link: https://www.econbiz.de/10010259395

Is the diversification benefit of frontier markets realizable by mean-variance investors? : the evidence of investable funds

Berger, Dave; Kuntara Pukthuanthong; Yang, J. Jimmy - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10009786071

How homogeneous diversification in balanced investment funds affects portfolio and systemic risk

Ciciretti, Rocco; Corvino, Raffaele - In: Journal / The Capco Institute : journal of financial … 34 (2012), pp. 195-209

Persistent link: https://www.econbiz.de/10010340581

How Global is Your Mutual Fund? International Diversification from Multinationals

Demirci, Irem - 2020

corporate diversification. We find that funds with higher indirect international exposure perform better in both the cross … diversification from multinationals reduces the transaction and information costs of investing abroad and captures fund manager skill …

Persistent link: https://www.econbiz.de/10012850014