Portfolio Diversification

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Portfolio Diversification

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Author : Francois-Serge Lhabitant
language : en
Publisher: Elsevier
Release Date : 2017-09-26

Portfolio Diversification written by Francois-Serge Lhabitant and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-26 with Mathematics categories.

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

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Author : A. Brooks-Senftleben
language : en
Publisher:
Release Date : 1994

International Portfolio Diversification written by A. Brooks-Senftleben and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Investments, Foreign categories.

Emu And Portfolio Diversification Opportunities

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Author : Kpate Adjaoute
language : en
Publisher:
Release Date : 2001

Emu And Portfolio Diversification Opportunities written by Kpate Adjaoute and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Portfolio management categories.

International Portfolio Diversification In The Asia Pacific Markets

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Author : Yan-ki Ho
language : en
Publisher:
Release Date : 1991

International Portfolio Diversification In The Asia Pacific Markets written by Yan-ki Ho and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Investments, Foreign categories.

Multinational Portfolio Diversification For Developing Countries

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Author : Donald R. Lessard
language : en
Publisher:
Release Date : 1970

Multinational Portfolio Diversification For Developing Countries written by Donald R. Lessard and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Finance categories.

An Index Of Portfolio Diversification

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Author : Walter J. Woerheide
language : en
Publisher:
Release Date : 1989

An Index Of Portfolio Diversification written by Walter J. Woerheide and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with categories.

Managing Diversified Portfolios

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Author : Daniel O. Klier
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-05-28

Managing Diversified Portfolios written by Daniel O. Klier and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-05-28 with Business & Economics categories.

There has been a long tradition of research on the relation between diversification and performance of public corporations in the strategy and finance fields. As for private equity portfolios, research on this matter is rather scarce. From a theoretical as well as from a practical perspective, however, it is interesting to know more about the relation between private equity portfolio diversification and performance, how private equity firms manage their portfolios, and what public companies can learn from private equity firms. These are the research questions which are addressed in Daniel Klier’s research. In order to answer these questions, the author uses a two-tier research design. As a first step, he compares the diversification-performance link of public corporations and private equity firms. With respect to the private equity sample and the ope- tionalization of the relevant variables, the study is highly innovative in terms of generating the PE sample from databases like Preqin and Dealogic, constructing a diversification measure from transaction data, and developing comparable perfo- ance measures for private equity firms as well as traditional multi-business firms. As the second step, which is exploratory in nature, the author explores m- agement models of PE firms. The sample of 20 US and Europe-based private equity firms is unique and of high quality, because the author succeeded in getting in-depth interviews with top decision makers of PE firms. The exploratory study extracts three clusters of management models that PE firms are using, and their relation to performance.

Esg Funds Diversification Of Responsible Mutual Funds

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Author : Moritz Ernst
language : en
Publisher: GRIN Verlag
Release Date : 2023-03-08

Esg Funds Diversification Of Responsible Mutual Funds written by Moritz Ernst and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-08 with Business & Economics categories.

Master's Thesis from the year 2020 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,7, Justus-Liebig-University Giessen, language: English, abstract: The social responsibility of business is to increase its profits. This is frequently quoted from Milton Friedman, who responds with his doctrine to a corporate’s social responsibility towards its shareholders. This former economic approach highlights therewith the entrustment of investments solely for shareholder value maximization and declares a minimum of social responsibility towards the public, the society, and the environment. Based on a traditional background, investors have pursued financial returns as a measure of their investment outcomes. Contrary to earlier deliberations, the mutual fund industry extended an investment typology in the United States (U.S.) in the seventies, which incorporates environmental and social criteria, and later on governance aspects in investment decisions. Successively, investors started to track the supportive and harmful corporate activities on society and environment they had invested in. This new approach called sustainable investing describes mutual funds striving for financial success while honoring the relationship with and the impact on stakeholders. The concept challenges the classical risk-return relationship that either maximizes the expected return for a certain level of risk or minimizes risk for a favored level of expected return. Nowadays, sustainable issues such as global warming and child labor do reject earlier attitudes of investment approaches reflected by the quote of Milton Friedman introducing an alternative view on investment policy. Since stakeholder worldwide are raising concerns about sustainable issues, expectations towards financial markets are increasing addressing these concerns and deliberating on them. The overall perception changes from capital maximization to the idea that the highest use of capital is to make money working beneficial for the betterment of life. Sustainable investing purposes of institutional investors highlight an increasingly stronger commitment towards ESG issues. Collected data from a survey of BNP Paribas (2019) indicate that the share of asset owners and asset managers who invested at least 25% of their funds in ESG funds was equal to 48% and 53%, respectively, in 2017. Two years later, the share of asset owner and asset manager increased considerably to 72% and 62%, respectively, in 2019.

The Impact Of Headquarters Location On Stock Returns

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Author : Michala Rudorfer
language : en
Publisher: GRIN Verlag
Release Date : 2009-04-20

The Impact Of Headquarters Location On Stock Returns written by Michala Rudorfer and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-20 with Business & Economics categories.

Diploma Thesis from the year 2007 in the subject Business economics - Investment and Finance, grade: 1,0, European Business School - International University Schloß Reichartshausen Oestrich-Winkel, language: English, abstract: In a time of tremendous advances in technology, it seems striking why the location of corporate headquarters should matter for the firm’s stock return. At first glance, low information and communication costs are thought to facilitate the interaction between market participants all around the world and, thus, deem the role of geographical loca-tion as marginal. This reasoning, however, does not take investors’ behavior into ac-count. Even if over the past decades, international capital markets have widely been liberalized and the variety of investment opportunities across countries has grown substantially, many investors do not take the risk reduction potential of foreign assets into considera-tion. Despite the extensive benefits of international diversification, investors still over-weight domestic and local assets in their portfolios. Although this home bias has drawn much academic attention and its existence is commonly accepted, a satisfactory ration-ale could not yet be obtained. Further, the resulting economic implications for asset pricing remain unexplored. Yet, locality could be highly relevant for cost of capital cal-culation, asset allocation and performance evaluation.1 As a result, it is of crucial importance to investigate the relationship between portfolio holdings of investors and stock pricing patterns to shed light on a potential geographical component of asset pricing. The lack of academic research motivates to explore this area in greater detail. The purpose of this thesis is to fill the existing gap and establish a link between local bias and asset pricing. Therefore, a detailed overview of the home bias puzzle as well as of local asset pricing is presented. The economic impact of local bias on stock returns is empirically investigated. Thus, the key question of the analysis is whether the location of corporate headquarters has an impact on stock returns attributable to the local bias of investors.

Essays In Empirical Corporate Finance And Portfolio Choice

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Author : Andrij Bodnaruk
language : en
Publisher:
Release Date : 2005

Essays In Empirical Corporate Finance And Portfolio Choice written by Andrij Bodnaruk and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Going public (Securities) categories.