International Portfolio Diversification The Role Of Risk And Return
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International Portfolio Diversification
Author | : Theodore Michael Johnson |
Publisher | : |
Total Pages | : 148 |
Release | : 1989 |
Genre | : Business enterprises |
ISBN | : |
Portfolio Diversification
Author | : Francois-Serge Lhabitant |
Publisher | : Elsevier |
Total Pages | : 276 |
Release | : 2017-09-26 |
Genre | : Mathematics |
ISBN | : 0081017863 |
Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the portfolio's overall risk. In this book, readers will find a comprehensive introduction and analysis of various dimensions of portfolio diversification (assets, maturities, industries, countries, etc.), along with time diversification strategies (long term vs. short term diversification) and diversification using other risk measures than variance. Several tools to quantify and implement optimal diversification are discussed and illustrated. - Focuses on portfolio diversification across all its dimensions - Includes recent empirical material that was created and developed specifically for this book - Provides several tools to quantify and implement optimal diversification
International Portfolio Diversification
Author | : A. Brooks-Senftleben |
Publisher | : |
Total Pages | : 56 |
Release | : 1994 |
Genre | : Investments, Foreign |
ISBN | : |
The Endowment Model of Investing
Author | : Martin L. Leibowitz |
Publisher | : John Wiley & Sons |
Total Pages | : 313 |
Release | : 2010-03-02 |
Genre | : Business & Economics |
ISBN | : 0470608447 |
A cutting-edge look at the endowment model of investing Many larger endowments and foundations have adopted a broadly diversified asset allocation strategy with only a small amount of traditional U.S. equities and bonds. This technique, known as the "endowment model of investing," has demonstrated consistent long-term performance and attracted the attention of numerous institutional and individual investors. With The Endowment Model of Investing Leibowitz, Bova, and Hammond take a closer look at the endowment model with customary research sophistication and attention to detail. Throughout the book, they examine how the model provides truly outstanding real returns, while keeping a close eye on the risks associated with this method of investing. Along the way, the authors offer practical advice on incorporating the endowment model into your own investment endeavors and reveal what it takes to make this method work in the real world. Details the growing debate about the endowment model of investing and discusses how to use it successfully Written by an authority on endowment investing and non-traditional asset allocation strategies Offers expert insights on understanding risk and return in non traditional asset allocation If you want to gain a better grasp of one of the most successful forms of investing, then The Endowment Model of Investing is a book you need to read.
Risk-return Relationship and Portfolio Management
Author | : Raj S. Dhankar |
Publisher | : |
Total Pages | : |
Release | : 2019 |
Genre | : Electronic books |
ISBN | : 9788132239499 |
This book covers all aspects of modern finance relating to portfolio theory and risk-return relationship, offering a comprehensive guide to the importance, measurement and application of the risk-return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk-return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk-return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.
Global Portfolio Diversification
Author | : Raj Aggarwal |
Publisher | : Emerald Group Publishing |
Total Pages | : 302 |
Release | : 1995 |
Genre | : Business & Economics |
ISBN | : 9780120445004 |
Synthesizes debates between analysts and academics. This work covers subjects such as risk management, diversification and hedging strategies, deviations from market efficiency, and exchange rates. It includes features that: deal with increased interest in the globalization of financial markets; cover managing and hedging risks; and more.
International Portfolio Diversification and Labor/leisure Choice
Author | : Urban J. Jermann |
Publisher | : |
Total Pages | : 40 |
Release | : 1998 |
Genre | : Consumption (Economics) |
ISBN | : |
When marginal utility of consumption depends on leisure, investors will take this into account when allocating their wealth among different assets. This paper presents a multi-country general equilibrium model driven by productivity shocks, where labor-leisure and consumption are chosen endogenously. We use this framework to study the effect of leisure for optimal international diversification. We find that in the symmetric case the model's ability to help explain home-bias depends crucially on the level of substitutability between consumption and leisure.