Search Results - subject_exact:"Portfolio diversification"

Home bias and performance and risk in Islamic mutual funds

Isariya Suttakulpiboon - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644925

Kriwoluzky, Alexander; Schneider, Christoph - 2025

The price of cryptocurrency Bitcoin has risen sharply over the past ten years, with many investors adding Bitcoin to their portfolios, benefitting from price increases and diversifying their investments. But is Bitcoin suitable for this purpose? This Weekly Report examines the extent to which...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330553

Portfolio diversification possibilities of cryptocurrency : global evidence

Jayawardhana, Asanga; Colombage, Sisira R. N. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015051125

Home bias and referee bias in European football : the role of stoppage time allocation

Böttger, Tom; Vischer, Lars - 2026

Football referees possess substantial discretion in allocating stoppage time, a decision that is comparatively opaque yet potentially consequential for match outcomes. This paper examines whether stoppage time allocation contributes to home advantage in contemporary European professional...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592356

Efficiency, concentration, and diversification : portfolio lessons from Indian technology equities

Malhotra, Davinder Kumar; Batra, Shaurya; Singh, Rahul - 2026

This study examines the extent to which Indian technology equities generate sufficient returns relative to their inherent volatility and assesses whether intra-sector diversification can improve outcomes in this dynamic, high-risk sector. Drawing on data from January 2020 to April 2025, ten...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643105

Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets

Mensi, Walid; El Khoury, Rim; Alshater, Muneer Maher; … - 2026

This study examines asymmetric spillovers among U.S. sector stocks, the Islamic stock index, conventional bonds, green bonds, and commodity markets. Using the TVP-VAR connectedness approach, we decompose total connectedness into positive and negative spillovers to capture asymmetric market...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015651758

On the role of commodity futures in portfolio diversification

Hooi Hooi Lean; Nguyen, Duc Khuong; Sensoy, Ahmet; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014259167

A research agenda on portfolio diversification, government regulations, and the financial performance of deposit-taking SACCOs in Nairobi County, Kenya

Ndonye, Paul; Ambrose, Jagongo - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014325718

Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics : a systematic literature review

Almeida, José; Gonçalves, Tiago Cruz - 2023

Our study collected and synthetized the existing knowledge on portfolio diversification, hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies published in journals ranked in the Association of Business Schools 2021 journals list, considering all fields of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014301580

Bitcoin ist nicht das neue Gold

Kriwoluzky, Alexander; Schneider, Christoph - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330089

Bitcoin is not the new gold

Kriwoluzky, Alexander; Schneider, Christoph - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015332161

Shielding against oil shocks: Contagion dynamics in Islamic versus conventional markets

Aslam, Adnan; Newaz, Mohammad Khaleq - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015635850

Carbon home bias of European investors

Boermans, Martijn Adriaan; Galema, Rients - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440889

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Carbon home bias of European investors

Boermans, Martijn; Galema, Rients - 2023

Book / Working Paper

Asset allocation, diversification, and co-movement effects : a global analysis of bonds and equities issued by the same firm

Liu, Lewis; Clarkson, Peter M. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015485850

Identifying risk transmission in carbon, energy and metal markets : evidence from a novel quantile frequency connectedness approach

Wu, Hao; Huang, Yuan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371996

Do passive investors influence corporate social responsibility? : a risk-management perspective

Hou, Wenxuan; Zhang, Xiaoyu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015334540

Financial instability transition under heterogeneous investments and portfolio diversification

Forer, Preben; Budnick, Barak; Vivo, Pierpaolo; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015419602

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Financial instability transition under heterogeneous investments and portfolio diversification

Forer, Preben; Budnick, Barak; Vivo, Pierpaolo; … - 2025

Book / Working Paper

Paper tiger? : Chinese science and home bias in citations

Qiu, Shumin; Steinwender, Claudia; Azoulay, Pierre - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015574544

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Paper tiger? : Chinese science and home bias in citations

Qiu, Shumin; Steinwender, Claudia; Azoulay, Pierre - 2025

Book / Working Paper

Paper tiger? : Chinese science and home bias in citations

Qiu, Shumin; Steinwender, Claudia; Azoulay, Pierre - 2025

Book / Working Paper

Paper tiger? : Chinese science and home bias in citations

Qiu, Shumin; Steinwender, Claudia; Azoulay, Pierre - 2025

Book / Working Paper

Navigating uncertainty in an emerging market : data-centric portfolio strategies and systemic risk assessment in the Johannesburg Stock Exchange

Muteba Mwamba, John; Mba, Jules C.; Kitenge, Anaclet K. - 2025

This study investigates systemic risk, return patterns, and diversification within the Johannesburg Stock Exchange (JSE) during the COVID-19 pandemic, utilizing data-centric approaches and the ARMA-GARCH vine copula-based conditional value-at-risk (CoVaR) model. By comparing three investment...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338318

Unveiling the crypto-green nexus : a risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments

Patel, Ritesh; Kumar, Sanjeev; Agnihotri, Shalini - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359776

Bitcoin ist nicht das neue Gold

Kriwoluzky, Alexander; Schneider, Christoph - 2025

Der Kurs der Kryptowährung Bitcoin ist in den vergangenen zehn Jahren enorm gestiegen. Viele Anleger*innen haben inzwischen Bitcoin in ihr Portfolio aufgenommen, um von dem Kursanstieg zu profitieren und ihre Anlagen zu diversifizieren. Doch eignet sich die Kryptowährung dazu? Dieser...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329386

Analysing the manager home bias : investment in the EU's real economy could be boosted by attracting more fund managers to EU Countries

2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015418439

Is portfolio diversification still effective : evidence spanning three crises from the perspective of U.S. investors

Huang, Rong; Kambouroudis, Dimos; McMillan, David G. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015447780

Home bias in different German football leagues

Böttger, Tom; Vischer, Lars - 2025

This study investigates the presence and variation of home bias across different hierarchical levels in German men’s football. Based on an extensive dataset comprising 357,530 matches from the 2023/2024 season—collected via a Python script—the analysis includes match outcomes, attendance...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408586

Hedging political risk in international portfolios

Lotfi, Somayyeh; Pagliardi, Giovanni; Paparoditis, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015412068

Assessing the impact of rebalancing on equal-weighted and value-weighted portfolios over five decades

Malladi, Rama; Stanoyevitch, Alexander - 2025

This study investigates the impact of transaction costs on the performance differential between equal-weighted portfolios (EWPs) and value-weighted portfolios (VWPs). Employing a comprehensive dataset of 181 stocks from 1970 to 2023, we utilize paired two-sample tests to identify statistically...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015412307

Entrepreneurs' diversification and labor income risk

Bena, Jan; Ellul, Andrew; Pagano, Marco; Rutigliano, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015413457

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Entrepreneurs' diversification and labor income risk

Bena, Jan; Ellul, Andrew; Pagano, Marco; Rutigliano, … - 2025

Book / Working Paper

Entrepreneurs' diversification and labor income risk

Bena, Jan; Ellul, Andrew; Pagano, Marco; Rutigliano, … - 2025

Book / Working Paper

The indirect diversification benefits of investing in Japanese firms : an alternative perspective

Chadha, Pearlean; Berrill, Jenny - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436871

Are renewable energy stocks, investor sentiment, and the cryptocurrency market-related?

Su, Chi-Wei; Song, Xin Yue; Qin, Meng; Lobonţ, Oana-Ramona - 2025

This paper applies wavelet quantile correlation to research on the relationship among renewable energy stocks, investor sentiment, and the cryptocurrency market. The empirical results indicated that under extremely negative conditions, in both the short and medium run, renewable energy stocks...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015561466

Maximizing portfolio diversification via Weighted Shannon Entropy : application to the cryptocurrency market

Șerban, Florentin; Dedu, Silvia - 2025

This paper develops a robust portfolio optimization framework that integrates Weighted Shannon Entropy (WSE) into the classical mean-variance paradigm, offering a distribution-free approach to diversification suited for volatile and heavy-tailed markets. While traditional variance-based models...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015561662

Shielding against oil shocks : contagion dynamics in Islamic versus conventional markets

Aslam, Adnan; Newaz, Mohammad Khaleq - 2025

This paper empirically examines the decoupling hypothesis by assessing the asymmetric transmissions and contagion effects of oil price shocks on Islamic and conventional stock indices in major oil-importing and -exporting countries. Using the Asymmetric Dynamic Conditional Correlation GARCH...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015552935

Portfolio choice analysis in a multi-country macro model

Hu, Chenyue - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556425

Return volatility connectedness and portfolio strategies among sustainable assets with traditional counterparts and cryptocurrency : insights from extreme markets

Sahoo, Satyaban; Singh, Deepti - 2025

This study employs novel quantile time-frequency connectedness approach to explore the dynamic connectedness among sustainable assets (sustainable, green bond, and clean energy index), traditional assets (traditional index and crude oil), and cryptocurrency. This method assesses the impact of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015589669

Tail risk spillovers between FinTech and sustainability sectors : evidence from China using factor-purged quantile connectedness

Peng, Ke; Munir, Muhammad; Ren, Jifan; Mejri, Mariem - 2025

The rapid integration of FinTech and sustainability-oriented sectors is reshaping financial risk dynamics, particularly in emerging markets such as China. This study investigates tail-dependent spillovers among ten Chinese FinTech and sustainability-linked sectors from 2015-2024 using a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015590724

Home bias, sovereign-bank nexus and bank failure : evidence from European stress tests

Meyland, Dominik; Schäfer, Dorothea - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638566

Cross-regional spillover effects of sustainability indices : a heteroscedasticity-robust VAR approach

Motegi, Kaiji; Sugano, Saki - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639185

Reconciling portfolio diversification with a shrinking carbon footprint

Bolton, Patrick; Kacperczyk, Marcin; Rasmussen, Henrik Lorin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639942

Persistent cointegration and regime-sensitive market leadership : evidence from international tobacco stocks

Martín, Juan Manuel; Galiano, Aida; Vázquez-La Hoz, Brenda - 2025

This paper develops a data-driven framework combining fractional cointegration and structural break detection to examine long-run interdependence and market leadership among international tobacco equities. Using weekly data from May 2008 to October 2024 for Philip Morris International, Altria,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015656729

The sovereign bond issuance and tax competition for portfolio investment

Terai, Kimiko - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015481105

Sustainable finance in action : a comprehensive framework for policy and practice integration

Dev, Dhairya; Sharma, Gagan Deep; Gupta, Mansi; Tiwari, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015484359

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Sustainable finance in action : a comprehensive framework for policy and practice integration

Dev, Dhairya; Sharma, Gagan Deep; Gupta, Mansi; Tiwari, … - 2025

Article

Home bias in trade within China : the role of trust

Li, Zilong - 2025

The home bias is a well-documented phenomenon highlighting how administrative borders hinder economic transactions. This paper estimates the magnitude of China's provincial border effect using inter-provincial and intra-provincial trade data, with a particular focus on the role of trust in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015395755

Tail-risk spillovers and interconnectedness in international logistics markets: a QVAR approach

Alqaralleh, Huthaifa; Khoury, Rim El; Alshater, Muneer M. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015426130

Analyst distance and credit rating consistency

Altdörfer, Marc; Güttler, André; Löffler, Gunter - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014551347

Is home bias biased? : new evidence from the investment fund sector

Lambert, Claudia; Molestina Vivar, Luis; Wedow, Michael - 2024

Investment funds hold a disproportionately larger fraction of domestic relative to foreign stocks. Stock market development and familiarity (language and distance) are considered key determinants for home bias. The literature neglects however that investors often invest in foreign funds...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014526644