International Versus U.S. Sector Diversification Strategies in the Wake of the Asian Crisis
- Global Risk Evolution and Diversification: A Copula-DCC-GARCH Model Approach. Righi, Marcelo Brutti; Ceretta, Paulo Sergio // Revista Brasileira de FinanÃ§as;Dec2012, Vol. 10 Issue 4, p529
In this paper we estimate a dynamic portfolio composed by the U.S., German, British, Brazilian, Hong Kong and Australian markets, the period considered started on September 2001 and finished in September 2011. We ran the Copula-DCC-GARCH model on the daily returns conditional covariance matrix....
- Scoring points on defense. // Dow Theory Forecasts;10/30/2006, Vol. 62 Issue 44, p1
The article discusses the use of defensive stocks in providing adequate returns during difficult market periods. These stocks, which include consumer staples and utilities, tend to exhibit less share price volatility during periods of economic weakness and demand remains solid at these periods....
- MEASUREMENT OF THE POWER OF GLOBAL EQUITY DIVERSIFICATION. Sener, Tulin // Journal of International Finance & Economics;1/20/2008, Vol. 8 Issue 1, p98
The benefits of global equity diversification are measured from the benefits of domestic portfolios in various countries. Worldwide, the risk reduction benefits continue or even increase. The benefits show an extensive variability across countries and over time. In the long term, the average...
- AllianceBernstein Gives Target-Date Funds 20% Leeway to Manage Excessive Risk. // Money Management Executive;2/22/2010, Vol. 18 Issue 8, p4
The article reports on the volatility management component system of AllianceBernstein which will allow target-date funds of portfolio managers to move up to 20% of their assets into bonds and cash and centers on balancing the risk and return of investment.
- Is Your Portfolio Truly Diversified? Jones, Edward // Burnet Bulletin (Texas);4/10/2013, Vol. 140 Issue 15, p9B
The article offers the author's view on dealing with volatility in the investment portfolio of businesspeople.
- Spreading the risk. Martin, Craig Geofrrey // Finance Week;10/29/99, p34
Identifies the factors that should be taken into considerations by businesses to reduce overall risks involved in diversification ventures. Investment in global markets and different currencies; Different types of fund managers; Investment styles.
- Has The Time Come to Sell That Merchant-Services Portfolio? Rianda, Paul A. // ISO & Agent Weekly;9/22/2011, Vol. 7 Issue 35, p21
The author discusses whether the time has come to sell the merchant-services portfolio due to volatile financial market conditions in the U.S. He said that market conditions, personal reasons and the risk that portfolios could become less profitable have led merchants to believe that the time...
- Local investors should think long-term despite market swings. CARMONA, JOSE L. // Caribbean Business;9/8/2011, Vol. 39 Issue 35, p8
The article reports on the advice given by broker-dealers to stockbrokers, which is to stay out, seize opportunities and remain diversified amidst a volatile stock market in Puerto Rico. It mentions that brokers advised their clients to take a long-term view of the market and take no action at...
- Reviewing validity of traditional stock percentage formulas. Leckey, Andrew // Journal of Business (10756124);12/10/2009, Vol. 24 Issue 25, pA16
The article comments on effective methods of surviving stock market volatility in Spokane, Washington. To address the issue, the author suggests that one should understand how volatile these stocks are and should use the traditional mid-range formula for personal portfolio management, which is...