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The diversification benefits of cryptocurrencies in multi-asset portfolios: cross-country evidence
(2021-02)
Using a sample of 21 developing and developed countries, we analyze whether a welldiversified investor of traditional assets (stocks, bonds, real estate, and commodities) may benefit from investing in cryptocurrencies. ...
Time-varying benefits of cross-asset and cross-region portfolio diversification
(2017-09-25)
The thesis uses return data on equities, bonds, commodities and real estate for the U.S., Europe, Asia and Latin America to examine diversification potentials. The analysis focuses on benefits of cross-asset and cross-region ...
Sector integration and the benefits on global diversification
(Universidade Federal do Rio de JaneiroBrasilInstituto COPPEAD de AdministraçãoUFRJ, 2019)
Operational risk and the Solvency II capital aggregation formula: implications of the hidden correlation assumptions
(Incisive Media, 2016)
We analyze the Solvency II standard formula (SF) for capital risk aggregation in relation to the treatment of operational risk (OR) capital. We show that the SF implicitly assumes that the correlation between OR and the ...
Diversificação de receitas e o desempenho financeiro das cooperativas de crédito brasileiras
(Universidade Federal de Minas GeraisUFMG, 2016-08-19)
Credit unions, financial institutions, non-profit, can make use of the diversification strategy in their business by providing its members a broad portfolio of products and services. Diversification is presented as a way ...
Exploring opportunities for diversification of specialized tobacco farms in the Northwest of Argentina
(Wageningen University, 2012)
In the Northwest of Argentina tobacco (Nicotiana tabacum L.) is economically and socially important. Tobacco mono-cropping, excessive tillage and inadequate irrigation management cause soil degradation. This and also tobacco ...
Diversification strategy for maintaining cooperative finsEstratégia de diversificação para manutenção dos fins cooperativistas
(Universidade Federal de Santa Maria, 2018)
Estimation of portfolio diversification with copulas
(2022-06-20)
Portfolio diversification plays a key role in asset allocation, still, its benefits are often
overestimated by the classic mean-variance model. Although most publications focus on the
estimation error of returns, this ...
Determining the Optimum Level of Diversification of Home Brokers InvestorsDeterminando o grau ótimo de diversificação para investidores usuários de home brokers
(Lociedade Brasileira de Finanças, 2008)