2   Artículos

 
en línea
Daniel Broby,Raphael Faessler,Milenko Josavac,Christophe Dehut     Pág. 1270 - 1286
We investigate the diversification benefits of adding Switzerland to a Eurozone equity portfolio, both before and after the removal of Swiss franc peg to the euro. We use a mean-variance portfolio framework to compare the benchmark indices in the Eurozon... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Sebastien Lleo and William T. Ziemba    
Financial disasters to hedge funds, bank trading departments and individual speculative traders and investors seem to always occur because of non-diversification in all possible scenarios, being overbet and being hit by a bad scenario. Black swans are th... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

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