Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 41 for “"Portfolio diversification"”.
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International portfolio diversification with special reference to emerging markets
… that investors obtain from diversifying their portfolios into emerging markets when the time varying behavior of assets is considered. It also tests whether the existing asset-pricing model developed in the context of developed markets, which assumes complete integration, can explain the …
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Effects of Stock Portfolio Diversification With Agricultural Futures Contracts
… and return characteristics of the investor's portfolio.
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Portfolio diversification utilising rolling economic drawdown constraints and risk factor analysis
… The primary purpose of this model is to create a portfolio with low drawdown levels, that can withstand turbulent market periods thus protecting portfolio value through providing stronger diversification benefits while still seeking to maximise risk adjusted and overall return. This will have …
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The portfolio diversification value of nuclear power in liberalized electricity markets
… more closely, balancing expected returns with portfolio risk. Advanced Combined Cycle Gas Turbine (CCGT) power plants are currently viewed as the most attractive generation investment option, offering low capital costs, short construction lead-times and financial optionlike qualities. In …
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Portfolio diversification for long holding periods: how many stocks do Canadian investors need?
The number of stocks required to achieve diversification has been under discussion for over four decades. Traditionally, it is viewed that between 8 to 20 stocks are adequate for a 'well' diversified portfolio based on American studies, and 30 to 50 stocks based on a Canadian study. The majority of …
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Market thinness and the potential benefits of domestic-only portfolio diversification in Canadian equity markets
This study examines the benefits of diversification for stocks that are subject to varying degrees of market thinness for domestic-only investment in Canadian equities. The study also determines if the benefits of diversification are best examined using time-varying or static estimates of …
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The impact of international equity portfolio diversification on financial development, country-level institutional quality and cross-border mergers and acquisitions
… is to investigate the impact of foreign equity portfolio diversification on financial development, country-level institutional quality, and cross-border mergers and acquisitions, which led to the formation of the three research empirical studies. This study employs the panel data approach in 49 …
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Forecasting the Next Winning Stock: A Comparative Analysis of Machine Learning Models
… as in risk minimization in investments, enabling portfolio diversification thanks to the Transformer model.
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Quantile Connectedness and Tail Risks: Interactions between Agricultural and Energy Markets
… for investors in risk management and portfolio diversification, as well as for policymakers aiming to manage commodity price risk.
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Modelling long-term security returns
… on the concerns of Canadian investors regarding portfolio diversification and preparedness for unexpected risks in retirement planning. It models market crashes and two main financial instruments as independent components to simulate clients’ portfolios. Initially exploring single distributions …
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Essays in International Macroeconomics
… In the first essay I explore the role of portfolio diversification in explaining the distribution of foreign investment across countries. I do so by adopting a portfolio allocation approach to risk, that is widely used in empirical finance, to complement more traditional analyses of …
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A Markowitz mean-variance analysis of hedge fund investments for multi-asset class portfolio holders in South Africa
… the use of hedge funds in a multi-asset class portfolio. Diversification is an important tool for portfolio managers who make use of correlation to achieve higher risk-adjusted returns for investors. As such this paper tests whether higher risk-adjusted returns can be achieved in well …
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Exchange Rate Volatility and Bilateral Trade Flows: An Analysis of U.S. Demand for Certain Steel Products from Canada and Mexico
… agents with profit opportunities through risk-portfolio diversification, resulting in a positive correlation between volatility and trade. For the less-developed U.S.-Mexican forward currency market, the model results indicate that the relationship between trade and volatility, both expected …
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Analisis integrasi pasar modal kawasan Asia-Pasifik (APEC): Implikasi diversifikasi internasional periode 2009-2013
… Asia Pacific region which has implications for portfolio diversification opportunities internationally . Based on this background, the research will be conducted , entitled " Analysis of Capital Market Integration Asia - Pacific Region : Implications Diversified International . This study uses …
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Assessing the attractiveness of cryptocurrencies in relation to traditional investments in South Africa
… examined the effect of cryptocurrencies on the portfolio risk-adjusted returns of traditional and alternative investments using daily arithmetic returns from August 2015 to October 2018 of traditional assets (South African stocks, bonds, currencies), alternative assets (commodities, South …
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Asymmetric Nonlinear Correlation between Cryptocurrencies and the Stock Market Performance in South Africa
… traditional assets like equities, reducing their diversification benefits and amplifying the risk of market contagion. Initially exhibiting distinct price behaviour, cryptocurrencies have become more aligned with stock market dynamics, especially during systemic shocks such as the Covid 19 …
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Harnessing the power of intersection for data disaggregation: a novel similarity measure and unsupervised data-driven classification method applied to financial contagion
… study is to support financial investors in the portfolio diversification process by providing a less arbitrary approach to quantify similarity levels between investment alternatives (pairwise) as well as revealing the clustering structure (whole sample) and data patterns through time. This is …
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Financial Implications of Investing in the Global Art Market: Risk, Return and Diversification
… (SMM)—this studyexplores risk, return, and portfolio diversification following Markowitz’s (1952) mean-variance optimization and efficient frontier models. The indices cover a range of years from 1858 through 2018. The art market data are externally developed by three distinct providers, …
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